+144.6%
OSCR vs GAP
-4.5%
+149.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.3% |
| 7D | +1.6% | -4.1% | +5.7% | +2.0% |
| 30D | +10.7% | +6.2% | +4.4% | +10.5% |
| 3M | +13.4% | -0.7% | +14.0% | +13.1% |
| 6M | +144.6% | -7.1% | +151.7% | +136.1% |
| All | +144.6% | -4.5% | +149.1% | +136.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling