+75.5%
OSCR vs GWRE
-25.4%
+100.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -19.9% | +20.0% | +2.8% |
| 7D | +5.8% | -21.1% | +26.9% | +9.0% |
| 30D | +7.1% | +1.3% | +5.8% | +6.0% |
| 3M | +36.7% | +7.4% | +29.2% | +32.7% |
| 6M | +114.3% | +5.6% | +108.7% | +106.3% |
| YTD | +124.4% | -19.2% | +143.6% | +130.3% |
| 1Y | +75.5% | -25.1% | +100.6% | +86.1% |
| All | +75.5% | -25.4% | +100.9% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling