+75.8%
NSC vs OSCR
+398.9%
-323.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -1.4% | +1.1% | -2.4% | -1.4% |
| 30D | -3.4% | +16.5% | -19.9% | -3.7% |
| 3M | +5.1% | +17.0% | -11.9% | +4.6% |
| 6M | +9.2% | +145.0% | -135.8% | +6.3% |
| YTD | +13.4% | +126.7% | -113.3% | +10.6% |
| 1Y | +20.8% | +67.2% | -46.5% | +18.5% |
| All | +75.8% | +398.9% | -323.1% | +39.6% |
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