+32.3%
NSC vs OSCR
+154.5%
-122.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.5% |
| 7D | +2.5% | +1.3% | +1.2% | +2.4% |
| 30D | +1.7% | -9.5% | +11.2% | +2.1% |
| 3M | -2.6% | +0.9% | -3.4% | -2.7% |
| 6M | +6.4% | +31.5% | -25.0% | +4.6% |
| YTD | +15.5% | +116.1% | -100.6% | +10.5% |
| 1Y | +17.6% | +122.6% | -105.0% | +12.1% |
| 3Y | +75.0% | +356.6% | -281.6% | +52.4% |
| All | +32.3% | +154.5% | -122.2% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling