+94.8%
OSCR vs NTRS
+37.4%
+57.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.7% | -2.0% | -3.3% |
| 7D | +7.8% | -0.9% | +8.6% | +8.7% |
| 30D | +2.6% | +1.1% | +1.5% | +2.1% |
| 3M | +10.2% | -6.6% | +16.8% | +15.0% |
| 6M | +84.9% | +7.1% | +77.9% | +73.9% |
| YTD | +130.9% | +27.4% | +103.5% | +76.3% |
| 1Y | +94.8% | +36.5% | +58.3% | +32.3% |
| All | +94.8% | +37.4% | +57.4% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling