+46.0%
XOM vs OSCR
+75.7%
-29.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.8% | +5.8% | -4.1% | +2.0% |
| 30D | +5.9% | +7.1% | -1.3% | +6.3% |
| 3M | +5.6% | +36.7% | -31.1% | +6.9% |
| 6M | +7.9% | +114.3% | -106.4% | +12.2% |
| YTD | +35.2% | +124.4% | -89.3% | +40.6% |
| 1Y | +46.0% | +75.5% | -29.5% | +54.0% |
| All | +46.0% | +75.7% | -29.8% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling