+1,614.1%
NVDA vs OSCR
-9.5%
+1,623.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.8% | -2.6% |
| 7D | -4.3% | +1.1% | -5.4% | -4.5% |
| 30D | +0.5% | +16.5% | -16.0% | -1.7% |
| 3M | +9.1% | +17.0% | -7.9% | +6.1% |
| 6M | +18.5% | +145.0% | -126.5% | +3.5% |
| YTD | +17.4% | +126.7% | -109.4% | +3.1% |
| 1Y | +23.4% | +67.2% | -43.8% | +11.4% |
| 3Y | +380.6% | +405.1% | -24.5% | +230.1% |
| 5Y | +875.7% | +86.2% | +789.5% | +571.4% |
| All | +1,614.1% | -9.5% | +1,623.6% | +1,282.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling