+166.2%
EOG vs OSCR
+96.8%
+69.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +1.5% | +1.6% | -0.1% | +1.4% |
| 30D | +2.9% | +10.7% | -7.7% | +2.5% |
| 3M | +8.7% | +13.4% | -4.6% | +8.0% |
| 6M | +12.9% | +144.6% | -131.7% | +8.2% |
| YTD | +43.8% | +128.0% | -84.2% | +38.0% |
| 1Y | +27.1% | +68.7% | -41.6% | +23.1% |
| 3Y | +25.9% | +398.8% | -372.9% | +9.1% |
| All | +166.2% | +96.8% | +69.4% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling