+122.5%
SLB vs OSCR
-9.0%
+131.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -2.5% | +1.6% | -4.1% | -2.6% |
| 30D | +7.1% | +10.7% | -3.6% | +6.5% |
| 3M | +0.6% | +13.4% | -12.7% | -0.4% |
| 6M | +17.6% | +144.6% | -127.0% | +10.8% |
| YTD | +48.5% | +128.0% | -79.6% | +40.3% |
| 1Y | +59.4% | +68.7% | -9.3% | +52.4% |
| 3Y | -0.4% | +398.8% | -399.1% | -15.0% |
| 5Y | +133.8% | +87.3% | +46.5% | +98.3% |
| All | +122.5% | -9.0% | +131.5% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling