+118.0%
NOK vs OSCR
+75.7%
+42.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.7% |
| 7D | -1.8% | +5.8% | -7.6% | -2.0% |
| 30D | +4.7% | +7.1% | -2.4% | +4.2% |
| 3M | -39.7% | +36.7% | -76.3% | -40.4% |
| 6M | +23.1% | +114.3% | -91.2% | +15.6% |
| YTD | +55.0% | +124.4% | -69.4% | +45.5% |
| 1Y | +118.0% | +75.5% | +42.6% | +99.7% |
| All | +118.0% | +75.7% | +42.3% | +99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling