+41.1%
NSC vs OSCR
-9.0%
+50.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.8% | +1.6% | -4.4% | -2.9% |
| 30D | -4.5% | +10.7% | -15.2% | -4.9% |
| 3M | +3.5% | +13.4% | -9.8% | +2.8% |
| 6M | +8.5% | +144.6% | -136.0% | +3.8% |
| YTD | +12.3% | +128.0% | -115.7% | +7.7% |
| 1Y | +18.9% | +68.7% | -49.7% | +15.1% |
| 3Y | +74.1% | +398.8% | -324.6% | +53.3% |
| 5Y | +43.9% | +87.3% | -43.3% | +23.1% |
| All | +41.1% | -9.0% | +50.0% | +18.8% |
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