-0.9%
NOW vs OSCR
-13.8%
+12.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.0% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | -27.0% | -9.5% | -17.4% | -26.1% |
| 3M | -19.6% | +0.9% | -20.5% | -20.1% |
| 6M | +17.5% | +31.5% | -14.0% | +12.1% |
| YTD | -33.3% | +116.1% | -149.3% | -40.9% |
| 1Y | -39.8% | +122.6% | -162.4% | -47.3% |
| 3Y | -19.9% | +356.6% | -376.5% | -43.3% |
| 5Y | -26.1% | +154.9% | -181.0% | -48.9% |
| All | -0.9% | -13.8% | +12.8% | -23.5% |
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