-37.4%
DOCS vs OSCR
+36.3%
-73.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -3.7% | +3.8% | +0.6% |
| 30D | +8.7% | -5.5% | +14.1% | +9.5% |
| 3M | +32.9% | +7.9% | +25.0% | +30.7% |
| 6M | +25.5% | +34.6% | -9.1% | +18.7% |
| YTD | -25.0% | +122.3% | -147.3% | -34.8% |
| 1Y | -34.9% | +111.5% | -146.4% | -43.3% |
| 3Y | +39.3% | +349.2% | -309.9% | -3.4% |
| 5Y | -54.8% | +162.2% | -217.1% | -70.9% |
| All | -37.4% | +36.3% | -73.6% | -54.3% |
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