+260.4%
XOM vs OSCR
-9.0%
+269.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +4.1% | +1.6% | +2.5% | +4.0% |
| 30D | +4.6% | +10.7% | -6.1% | +4.2% |
| 3M | +14.0% | +13.4% | +0.6% | +13.3% |
| 6M | +11.0% | +144.6% | -133.6% | +7.0% |
| YTD | +40.7% | +128.0% | -87.3% | +35.9% |
| 1Y | +52.3% | +68.7% | -16.3% | +48.3% |
| 3Y | +60.5% | +398.8% | -338.3% | +43.2% |
| 5Y | +266.4% | +87.3% | +179.2% | +219.2% |
| All | +260.4% | -9.0% | +269.4% | +201.6% |
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 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