+23.5%
NVDA vs OSCR
+64.1%
-40.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -5.1% | +1.6% | -6.7% | -5.2% |
| 30D | -2.5% | +10.7% | -13.2% | -3.1% |
| 3M | +6.7% | +13.4% | -6.7% | +5.5% |
| 6M | +17.6% | +144.6% | -126.9% | +9.3% |
| YTD | +17.3% | +128.0% | -110.7% | +9.3% |
| 1Y | +23.5% | +68.7% | -45.2% | +15.1% |
| All | +23.5% | +64.1% | -40.6% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling