+126.5%
SLB vs OSCR
-11.8%
+138.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.1% |
| 7D | -1.9% | +4.7% | -6.6% | -2.1% |
| 30D | +7.8% | +14.8% | -7.0% | +7.0% |
| 3M | +2.7% | +16.7% | -14.0% | +1.5% |
| 6M | +22.2% | +127.5% | -105.3% | +15.6% |
| YTD | +51.1% | +121.0% | -69.9% | +43.0% |
| 1Y | +63.3% | +58.4% | +4.9% | +56.7% |
| 3Y | +2.4% | +392.4% | -390.0% | -12.6% |
| 5Y | +139.3% | +80.5% | +58.9% | +103.4% |
| All | +126.5% | -11.8% | +138.3% | +96.4% |
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