+68.7%
OSCR vs NTRS
+51.4%
+17.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.2% |
| 7D | +1.6% | +1.4% | +0.2% | +0.6% |
| 30D | +10.7% | -0.7% | +11.3% | +11.1% |
| 3M | +13.4% | +11.3% | +2.0% | +4.0% |
| 6M | +144.6% | +35.5% | +109.0% | +84.1% |
| YTD | +128.0% | +40.6% | +87.5% | +61.7% |
| 1Y | +68.7% | +49.2% | +19.4% | +10.4% |
| All | +68.7% | +51.4% | +17.2% | +10.4% |
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