+398.8%
OSCR vs SAN
+352.3%
+46.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.3% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +10.7% | +0.9% | +9.7% | +10.3% |
| 3M | +13.4% | +19.1% | -5.8% | +5.7% |
| 6M | +144.6% | +33.2% | +111.4% | +117.2% |
| YTD | +128.0% | +29.1% | +98.9% | +102.4% |
| 1Y | +68.7% | +50.2% | +18.4% | +39.4% |
| 3Y | +398.8% | +351.0% | +47.7% | +152.9% |
| All | +398.8% | +352.3% | +46.5% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling