+185.4%
EOG vs OSCR
-9.5%
+194.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.2% |
| 7D | +1.0% | +1.1% | 0.0% | +1.0% |
| 30D | +2.8% | +16.5% | -13.7% | +2.2% |
| 3M | +5.9% | +17.0% | -11.1% | +5.0% |
| 6M | +17.1% | +145.0% | -127.9% | +12.2% |
| YTD | +43.9% | +126.7% | -82.8% | +38.2% |
| 1Y | +26.9% | +67.2% | -40.4% | +23.0% |
| 3Y | +23.6% | +405.1% | -381.6% | +7.6% |
| 5Y | +178.1% | +86.2% | +92.0% | +138.6% |
| All | +185.4% | -9.5% | +194.9% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling