+398.8%
OSCR vs SNY
-9.6%
+408.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.6% | -3.3% | +4.9% | +1.8% |
| 30D | +10.7% | -2.2% | +12.8% | +10.8% |
| 3M | +13.4% | -3.0% | +16.4% | +13.6% |
| 6M | +144.6% | +2.7% | +141.8% | +144.2% |
| YTD | +128.0% | -6.8% | +134.9% | +128.2% |
| 1Y | +68.7% | -5.3% | +73.9% | +68.5% |
| 3Y | +398.8% | -9.8% | +408.6% | +393.7% |
| All | +398.8% | -9.6% | +408.4% | +393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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