+84.2%
DOCN vs OSCR
+12.8%
+71.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.9% | +3.2% | +7.0% |
| 7D | -12.8% | +3.7% | -16.5% | -13.6% |
| 30D | -41.9% | -3.7% | -38.2% | -41.6% |
| 3M | -36.9% | +15.2% | -52.1% | -39.3% |
| 6M | -52.2% | +50.8% | -103.1% | -57.6% |
| YTD | +62.7% | +123.7% | -60.9% | +30.1% |
| 1Y | +58.2% | +81.4% | -23.1% | +30.6% |
| 3Y | +219.5% | +376.1% | -156.7% | +72.3% |
| 5Y | -32.9% | +97.7% | -130.5% | -64.0% |
| All | +84.2% | +12.8% | +71.5% | +6.5% |
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