+98.1%
NU vs OSCR
+401.8%
-303.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.7% |
| 7D | -4.9% | +1.6% | -6.5% | -5.0% |
| 30D | +7.8% | +10.7% | -2.9% | +6.8% |
| 3M | +20.9% | +13.4% | +7.6% | +19.2% |
| 6M | +0.9% | +144.6% | -143.7% | -8.4% |
| YTD | -12.7% | +128.0% | -140.7% | -20.4% |
| 1Y | -6.4% | +68.7% | -75.1% | -13.0% |
| 3Y | +98.1% | +398.8% | -300.7% | +77.3% |
| All | +98.1% | +401.8% | -303.7% | +77.3% |
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