+28.4%
NOC vs OSCR
+401.8%
-373.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.8% | +1.6% | -0.8% | +0.7% |
| 30D | -9.7% | +10.7% | -20.4% | -9.9% |
| 3M | -5.6% | +13.4% | -19.0% | -5.9% |
| 6M | -28.6% | +144.6% | -173.1% | -29.7% |
| YTD | -7.9% | +128.0% | -135.9% | -9.3% |
| 1Y | -9.5% | +68.7% | -78.2% | -10.7% |
| 3Y | +28.4% | +398.8% | -370.4% | +14.1% |
| All | +28.4% | +401.8% | -373.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling