-6.4%
OSCR vs GME
-33.4%
+27.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.3% |
| 7D | +1.1% | +6.0% | -5.0% | +0.3% |
| 30D | +16.5% | +8.3% | +8.1% | +15.3% |
| 3M | +17.0% | -9.1% | +26.0% | +18.2% |
| 6M | +145.0% | -16.3% | +161.3% | +149.3% |
| YTD | +126.7% | +1.5% | +125.2% | +125.0% |
| 1Y | +67.2% | -16.3% | +83.6% | +69.4% |
| 3Y | +405.1% | +15.1% | +390.0% | +301.3% |
| 5Y | +86.2% | -57.2% | +143.3% | +57.2% |
| All | -6.4% | -33.4% | +27.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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