+116.4%
DOCN vs OSCR
+104.5%
+12.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +8.6% | -15.7% | -6.9% |
| 7D | -20.0% | +15.5% | -35.5% | -19.8% |
| 30D | -38.8% | +8.5% | -47.3% | -38.6% |
| 3M | -34.8% | +15.8% | -50.6% | -34.6% |
| 6M | -22.8% | +89.5% | -112.3% | -22.8% |
| YTD | +74.6% | +144.9% | -70.3% | +71.0% |
| 1Y | +116.4% | +105.1% | +11.4% | +112.6% |
| All | +116.4% | +104.5% | +12.0% | +112.6% |
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 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