+86.2%
OSCR vs NIO
-90.7%
+176.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.4% |
| 7D | +1.1% | -7.3% | +8.3% | +3.0% |
| 30D | +16.5% | -22.5% | +39.0% | +24.2% |
| 3M | +17.0% | -30.9% | +47.9% | +28.3% |
| 6M | +145.0% | -37.2% | +182.2% | +172.0% |
| YTD | +126.7% | -29.8% | +156.5% | +141.1% |
| 1Y | +67.2% | -37.4% | +104.7% | +81.7% |
| 3Y | +405.1% | -64.3% | +469.5% | +485.7% |
| 5Y | +86.2% | -90.6% | +176.7% | +150.4% |
| All | +86.2% | -90.7% | +176.9% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling