+632.4%
GEV vs OSCR
+134.2%
+498.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.6% |
| 7D | +1.6% | +1.6% | 0.0% | +1.5% |
| 30D | -7.9% | +10.7% | -18.6% | -8.8% |
| 3M | +5.6% | +13.4% | -7.7% | +4.0% |
| 6M | +13.1% | +144.6% | -131.5% | +0.9% |
| YTD | +46.7% | +128.0% | -81.3% | +31.3% |
| 1Y | +51.3% | +68.7% | -17.4% | +38.7% |
| All | +632.4% | +134.2% | +498.2% | +452.1% |
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