-35.6%
DOCN vs OSCR
+77.8%
-113.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.6% | +10.1% | +4.2% |
| 7D | -19.2% | +0.9% | -20.1% | -19.5% |
| 30D | -43.1% | -6.9% | -36.2% | -42.3% |
| 3M | -40.7% | +15.5% | -56.2% | -43.1% |
| 6M | -55.0% | +54.5% | -109.5% | -60.4% |
| YTD | +50.6% | +113.3% | -62.7% | +20.7% |
| 1Y | +54.0% | +85.1% | -31.1% | +25.4% |
| 3Y | +203.9% | +436.8% | -232.9% | +50.6% |
| All | -35.6% | +77.8% | -113.4% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling