+68.7%
OSCR vs GAP
-7.6%
+76.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.1% |
| 7D | +1.6% | -4.1% | +5.7% | +2.3% |
| 30D | +10.7% | +6.2% | +4.4% | +9.7% |
| 3M | +13.4% | -0.7% | +14.0% | +13.1% |
| 6M | +144.6% | -7.1% | +151.7% | +145.2% |
| YTD | +128.0% | -14.1% | +142.1% | +133.2% |
| 1Y | +68.7% | -8.5% | +77.2% | +64.3% |
| All | +68.7% | -7.6% | +76.3% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling