-8.7%
OSCR vs SAN
+396.6%
-405.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.3% |
| 7D | +4.7% | -0.5% | +5.2% | +5.0% |
| 30D | +14.8% | -0.1% | +14.8% | +14.9% |
| 3M | +16.7% | +19.6% | -3.0% | +8.0% |
| 6M | +127.5% | +32.7% | +94.8% | +101.0% |
| YTD | +121.0% | +26.7% | +94.3% | +97.1% |
| 1Y | +58.4% | +51.6% | +6.8% | +29.9% |
| 3Y | +392.4% | +348.7% | +43.7% | +149.5% |
| 5Y | +80.5% | +378.7% | -298.3% | -19.6% |
| All | -8.7% | +396.6% | -405.3% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling