+170.4%
NXT vs OSCR
+672.7%
-502.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -3.2% |
| 7D | -0.2% | +4.7% | -4.9% | -0.7% |
| 30D | -20.0% | +14.8% | -34.7% | -21.1% |
| 3M | -30.9% | +16.7% | -47.6% | -32.5% |
| 6M | -23.8% | +127.5% | -151.3% | -31.9% |
| YTD | -5.4% | +121.0% | -126.5% | -15.5% |
| 1Y | +28.0% | +58.4% | -30.4% | +17.8% |
| 3Y | +93.3% | +392.4% | -299.1% | +43.6% |
| All | +170.4% | +672.7% | -502.3% | +86.1% |
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