+25.9%
EOG vs OSCR
+401.8%
-375.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +1.5% | +1.6% | -0.1% | +1.5% |
| 30D | +2.9% | +10.7% | -7.7% | +3.0% |
| 3M | +8.7% | +13.4% | -4.6% | +8.7% |
| 6M | +12.9% | +144.6% | -131.7% | +12.7% |
| YTD | +43.8% | +128.0% | -84.2% | +43.6% |
| 1Y | +27.1% | +68.7% | -41.6% | +27.2% |
| 3Y | +25.9% | +398.8% | -372.9% | +14.5% |
| All | +25.9% | +401.8% | -375.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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