+398.8%
OSCR vs GNRC
+61.6%
+337.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | 0.0% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +10.7% | -15.7% | +26.4% | +14.4% |
| 3M | +13.4% | -27.3% | +40.7% | +19.0% |
| 6M | +144.6% | -12.1% | +156.6% | +139.2% |
| YTD | +128.0% | +37.1% | +90.9% | +94.7% |
| 1Y | +68.7% | -0.5% | +69.1% | +56.8% |
| 3Y | +398.8% | +61.5% | +337.3% | +282.2% |
| All | +398.8% | +61.6% | +337.2% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling