+398.8%
OSCR vs NTRS
+168.2%
+230.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +1.6% | +1.4% | +0.2% | +1.1% |
| 30D | +10.7% | -0.7% | +11.3% | +10.9% |
| 3M | +13.4% | +11.3% | +2.0% | +8.5% |
| 6M | +144.6% | +35.5% | +109.0% | +115.6% |
| YTD | +128.0% | +40.6% | +87.5% | +98.8% |
| 1Y | +68.7% | +49.2% | +19.4% | +44.2% |
| 3Y | +398.8% | +167.2% | +231.6% | +217.4% |
| All | +398.8% | +168.2% | +230.6% | +217.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling