+398.8%
OSCR vs NYT
+56.2%
+342.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | +10.7% | +4.6% | +6.1% | +9.5% |
| 3M | +13.4% | -9.6% | +22.9% | +15.6% |
| 6M | +144.6% | -14.0% | +158.6% | +151.0% |
| YTD | +128.0% | -2.8% | +130.9% | +128.9% |
| 1Y | +68.7% | +15.6% | +53.1% | +62.9% |
| 3Y | +398.8% | +56.3% | +342.5% | +253.0% |
| All | +398.8% | +56.2% | +342.6% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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