+91.5%
OSCR vs GDDY
+29.8%
+61.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.2% |
| 7D | +1.6% | -3.2% | +4.8% | +2.7% |
| 30D | +10.7% | +6.8% | +3.9% | +6.4% |
| 3M | +13.4% | +30.5% | -17.1% | -3.5% |
| 6M | +144.6% | +13.3% | +131.2% | +121.0% |
| YTD | +128.0% | -21.0% | +149.0% | +148.0% |
| 1Y | +68.7% | -34.0% | +102.7% | +105.0% |
| 3Y | +398.8% | +33.1% | +365.7% | +193.9% |
| All | +91.5% | +29.8% | +61.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 5y: compounded portfolio wealth divided by compounded GDDY 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…
5y analysis · Full analysis span regression · 6 months rolling