+194.3%
NOK vs OSCR
+401.8%
-207.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.8% |
| 7D | +11.0% | +1.6% | +9.4% | +10.8% |
| 30D | +7.8% | +10.7% | -2.8% | +7.1% |
| 3M | -21.0% | +13.4% | -34.4% | -21.8% |
| 6M | +40.9% | +144.6% | -103.7% | +31.3% |
| YTD | +72.0% | +128.0% | -56.0% | +60.8% |
| 1Y | +140.9% | +68.7% | +72.3% | +127.4% |
| 3Y | +194.3% | +398.8% | -204.5% | +115.0% |
| All | +194.3% | +401.8% | -207.6% | +115.0% |
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