+198.1%
DOCN vs OSCR
+15.8%
+182.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.4% | +10.3% | +12.1% |
| 7D | +16.3% | +10.7% | +5.7% | +13.9% |
| 30D | +2.0% | +18.3% | -16.3% | -1.8% |
| 3M | -25.2% | +20.5% | -45.7% | -29.0% |
| 6M | +132.7% | +138.5% | -5.8% | +86.2% |
| YTD | +163.3% | +129.7% | +33.6% | +110.5% |
| 1Y | +280.3% | +62.8% | +217.6% | +221.5% |
| 3Y | +371.8% | +411.8% | -39.9% | +150.0% |
| 5Y | +87.1% | +99.9% | -12.8% | +0.4% |
| All | +198.1% | +15.8% | +182.3% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling