+91.5%
OSCR vs NTR
+45.7%
+45.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | +10.7% | +16.8% | -6.1% | +5.8% |
| 3M | +13.4% | +20.7% | -7.4% | +7.1% |
| 6M | +144.6% | +0.5% | +144.0% | +141.6% |
| YTD | +128.0% | +29.2% | +98.9% | +106.4% |
| 1Y | +68.7% | +39.6% | +29.1% | +47.6% |
| 3Y | +398.8% | +37.9% | +360.9% | +327.8% |
| All | +91.5% | +45.7% | +45.8% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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