+393.0%
GLW vs OSCR
-8.3%
+401.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.4% | +5.2% | +7.4% |
| 7D | +14.0% | +10.7% | +3.4% | +13.4% |
| 30D | +0.4% | +18.3% | -18.0% | -0.5% |
| 3M | -11.3% | +20.5% | -31.9% | -12.5% |
| 6M | +35.1% | +138.5% | -103.4% | +27.1% |
| YTD | +90.5% | +129.7% | -39.2% | +79.2% |
| 1Y | +132.0% | +62.8% | +69.3% | +121.5% |
| 3Y | +463.3% | +411.8% | +51.5% | +381.3% |
| 5Y | +382.5% | +99.9% | +282.6% | +296.3% |
| All | +393.0% | -8.3% | +401.3% | +325.7% |
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