-6.4%
OSCR vs GAP
+0.2%
-6.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.1% |
| 7D | +1.1% | -6.3% | +7.4% | +2.8% |
| 30D | +16.5% | -0.2% | +16.7% | +16.2% |
| 3M | +17.0% | 0.0% | +17.0% | +16.4% |
| 6M | +145.0% | -8.1% | +153.1% | +146.2% |
| YTD | +126.7% | -16.5% | +143.2% | +132.8% |
| 1Y | +67.2% | -10.5% | +77.7% | +67.3% |
| 3Y | +405.1% | +104.0% | +301.1% | +251.0% |
| 5Y | +86.2% | +6.8% | +79.4% | +27.5% |
| All | -6.4% | +0.2% | -6.6% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling