+239.9%
NRG vs OSCR
-9.0%
+248.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -4.7% | +1.6% | -6.3% | -4.8% |
| 30D | -6.0% | +10.7% | -16.6% | -6.7% |
| 3M | -8.0% | +13.4% | -21.3% | -9.1% |
| 6M | -23.2% | +144.6% | -167.7% | -29.4% |
| YTD | -28.1% | +128.0% | -156.1% | -33.7% |
| 1Y | -27.3% | +68.7% | -95.9% | -31.7% |
| 3Y | +208.7% | +398.8% | -190.1% | +156.6% |
| 5Y | +197.7% | +87.3% | +110.4% | +145.2% |
| All | +239.9% | -9.0% | +248.9% | +205.4% |
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