+395.6%
GE vs OSCR
-9.0%
+404.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | -4.0% | +1.6% | -5.6% | -4.1% |
| 30D | -11.4% | +10.7% | -22.1% | -12.2% |
| 3M | -2.6% | +13.4% | -16.0% | -4.0% |
| 6M | -0.3% | +144.6% | -144.9% | -8.6% |
| YTD | +5.4% | +128.0% | -122.7% | -3.1% |
| 1Y | +15.5% | +68.7% | -53.1% | +8.1% |
| 3Y | +260.8% | +398.8% | -138.0% | +193.3% |
| 5Y | +421.6% | +87.3% | +334.4% | +328.8% |
| All | +395.6% | -9.0% | +404.6% | +318.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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