+8.2%
NOW vs OSCR
+398.9%
-390.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.2% |
| 7D | -9.9% | +1.1% | -11.0% | -10.0% |
| 30D | +2.8% | +16.5% | -13.6% | +1.1% |
| 3M | +23.7% | +17.0% | +6.7% | +21.4% |
| 6M | +12.5% | +145.0% | -132.5% | +3.1% |
| YTD | -14.4% | +126.7% | -141.1% | -21.3% |
| 1Y | -29.0% | +67.2% | -96.2% | -33.5% |
| All | +8.2% | +398.9% | -390.7% | -13.9% |
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