+43.4%
NVTS vs OSCR
+401.8%
-358.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | -1.4% | +1.6% | -3.1% | -1.7% |
| 30D | -16.5% | +10.7% | -27.2% | -18.0% |
| 3M | -47.6% | +13.4% | -61.0% | -49.1% |
| 6M | +7.3% | +144.6% | -137.3% | -12.9% |
| YTD | +62.9% | +128.0% | -65.2% | +34.0% |
| 1Y | +91.3% | +68.7% | +22.6% | +63.8% |
| 3Y | +43.4% | +398.8% | -355.4% | -20.7% |
| All | +43.4% | +401.8% | -358.4% | -20.7% |
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