+549.7%
NVT vs OSCR
-9.0%
+558.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.1% | +4.6% |
| 7D | +4.1% | +1.6% | +2.5% | +4.0% |
| 30D | -5.1% | +10.7% | -15.8% | -5.9% |
| 3M | -1.2% | +13.4% | -14.5% | -2.4% |
| 6M | +46.6% | +144.6% | -98.0% | +35.5% |
| YTD | +60.0% | +128.0% | -68.1% | +48.4% |
| 1Y | +70.8% | +68.7% | +2.1% | +60.8% |
| 3Y | +187.5% | +398.8% | -211.2% | +138.0% |
| 5Y | +426.1% | +87.3% | +338.9% | +330.3% |
| All | +549.7% | -9.0% | +558.7% | +469.5% |
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 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