+323.1%
DOCN vs OSCR
+413.5%
-90.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | +5.8% | -4.7% | +0.4% |
| 30D | -9.6% | +7.1% | -16.7% | -10.6% |
| 3M | -37.7% | +36.7% | -74.3% | -40.6% |
| 6M | +115.2% | +114.3% | +0.9% | +90.0% |
| YTD | +133.7% | +124.4% | +9.3% | +104.1% |
| 1Y | +250.2% | +75.5% | +174.7% | +212.5% |
| All | +323.1% | +413.5% | -90.4% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling