+111.9%
DOCN vs OSCR
+12.1%
+99.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.5% |
| 7D | +27.4% | -3.7% | +31.1% | +28.2% |
| 30D | -29.7% | -5.5% | -24.3% | -29.1% |
| 3M | -32.5% | +7.9% | -40.3% | -34.2% |
| 6M | -42.2% | +34.6% | -76.8% | -47.2% |
| YTD | +87.2% | +122.3% | -35.1% | +49.6% |
| 1Y | +86.2% | +111.5% | -25.3% | +49.0% |
| 3Y | +257.4% | +349.2% | -91.8% | +95.8% |
| 5Y | -27.4% | +162.2% | -189.6% | -61.6% |
| All | +111.9% | +12.1% | +99.9% | +22.5% |
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