-5.8%
OSCR vs NTR
+66.0%
-71.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 3M | +13.4% | +20.7% | -7.4% | +6.8% |
| 6M | +144.6% | +0.5% | +144.0% | +141.4% |
| YTD | +128.0% | +29.2% | +98.9% | +105.5% |
| 1Y | +68.7% | +39.6% | +29.1% | +46.8% |
| 3Y | +398.8% | +37.9% | +360.9% | +325.1% |
| 5Y | +87.3% | +47.1% | +40.2% | +46.0% |
| All | -5.8% | +66.0% | -71.9% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling