-5.8%
OSCR vs NIO
-91.7%
+85.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.2% |
| 7D | +1.6% | -2.9% | +4.5% | +2.4% |
| 30D | +10.7% | -18.7% | +29.4% | +16.8% |
| 3M | +13.4% | -29.4% | +42.8% | +24.0% |
| 6M | +144.6% | -32.5% | +177.1% | +167.3% |
| YTD | +128.0% | -27.6% | +155.7% | +141.0% |
| 1Y | +68.7% | -39.2% | +107.9% | +85.4% |
| 3Y | +398.8% | -64.3% | +463.1% | +479.0% |
| 5Y | +87.3% | -90.3% | +177.5% | +185.2% |
| All | -5.8% | -91.7% | +85.9% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling