+398.8%
OSCR vs BNS
+130.5%
+268.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | +1.6% | -0.4% | +2.0% | +1.9% |
| 30D | +10.7% | +3.5% | +7.2% | +8.0% |
| 3M | +13.4% | +14.1% | -0.7% | +2.9% |
| 6M | +144.6% | +33.8% | +110.8% | +96.7% |
| YTD | +128.0% | +29.5% | +98.6% | +87.6% |
| 1Y | +68.7% | +48.4% | +20.3% | +25.8% |
| 3Y | +398.8% | +129.6% | +269.2% | +166.8% |
| All | +398.8% | +130.5% | +268.3% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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