+69.6%
GM vs OSCR
-9.0%
+78.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -2.4% | +1.6% | -4.1% | -2.6% |
| 30D | -1.1% | +10.7% | -11.8% | -2.1% |
| 3M | +6.1% | +13.4% | -7.2% | +4.4% |
| 6M | +15.0% | +144.6% | -129.6% | +4.2% |
| YTD | +6.0% | +128.0% | -122.1% | -3.6% |
| 1Y | +47.1% | +68.7% | -21.6% | +36.6% |
| 3Y | +170.5% | +398.8% | -228.3% | +106.5% |
| 5Y | +80.5% | +87.3% | -6.8% | +30.9% |
| All | +69.6% | -9.0% | +78.6% | +30.3% |
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