+89.8%
NOC vs OSCR
-9.5%
+99.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.6% |
| 7D | -1.8% | +1.1% | -2.8% | -1.8% |
| 30D | -9.4% | +16.5% | -25.9% | -9.7% |
| 3M | -3.8% | +17.0% | -20.8% | -4.2% |
| 6M | -28.8% | +145.0% | -173.7% | -30.0% |
| YTD | -7.9% | +126.7% | -134.6% | -9.4% |
| 1Y | -9.0% | +67.2% | -76.3% | -10.3% |
| 3Y | +29.1% | +405.1% | -376.1% | +24.4% |
| 5Y | +58.9% | +86.2% | -27.2% | +52.6% |
| All | +89.8% | -9.5% | +99.3% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling