+459.7%
GLW vs OSCR
+398.9%
+60.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.3% |
| 7D | +11.7% | +1.1% | +10.7% | +11.7% |
| 30D | +2.7% | +16.5% | -13.8% | +2.1% |
| 3M | -2.8% | +17.0% | -19.8% | -3.5% |
| 6M | +20.2% | +145.0% | -124.8% | +14.1% |
| YTD | +87.3% | +126.7% | -39.4% | +77.9% |
| 1Y | +119.6% | +67.2% | +52.3% | +110.7% |
| All | +459.7% | +398.9% | +60.8% | +378.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling