+28.4%
NOW vs OSCR
-9.0%
+37.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +1.0% |
| 7D | -6.2% | +1.6% | -7.8% | -6.4% |
| 30D | +6.1% | +10.7% | -4.6% | +4.4% |
| 3M | +28.6% | +13.4% | +15.2% | +25.9% |
| 6M | +14.6% | +144.6% | -129.9% | +0.6% |
| YTD | -13.5% | +128.0% | -141.5% | -23.7% |
| 1Y | -29.4% | +68.7% | -98.0% | -36.0% |
| 3Y | +9.4% | +398.8% | -389.4% | -23.7% |
| 5Y | +2.3% | +87.3% | -85.0% | -27.9% |
| All | +28.4% | -9.0% | +37.4% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling