-6.4%
OSCR vs GRMN
+141.6%
-148.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +1.1% | -1.8% | +2.9% | +2.0% |
| 30D | +16.5% | -12.1% | +28.6% | +24.0% |
| 3M | +17.0% | +18.0% | -1.0% | +5.8% |
| 6M | +145.0% | +13.7% | +131.2% | +124.9% |
| YTD | +126.7% | +35.3% | +91.4% | +88.3% |
| 1Y | +67.2% | +17.2% | +50.0% | +49.6% |
| 3Y | +405.1% | +179.6% | +225.5% | +121.2% |
| 5Y | +86.2% | +75.6% | +10.6% | -8.8% |
| All | -6.4% | +141.6% | -148.0% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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