-52.9%
NVO vs OSCR
+401.8%
-454.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -7.6% | +1.6% | -9.2% | -7.7% |
| 30D | -6.0% | +10.7% | -16.6% | -7.0% |
| 3M | -0.8% | +13.4% | -14.1% | -2.5% |
| 6M | +16.5% | +144.6% | -128.1% | +5.1% |
| YTD | -11.1% | +128.0% | -139.2% | -19.3% |
| 1Y | -16.7% | +68.7% | -85.4% | -22.9% |
| 3Y | -52.9% | +398.8% | -451.7% | -60.5% |
| All | -52.9% | +401.8% | -454.8% | -60.5% |
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