-53.9%
DOCS vs OSCR
+40.8%
-94.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.4% | -9.7% | -7.7% |
| 7D | -7.3% | +10.7% | -18.0% | -8.8% |
| 30D | -10.9% | +18.3% | -29.2% | -13.4% |
| 3M | +20.3% | +20.5% | -0.2% | +16.3% |
| 6M | -3.6% | +138.5% | -142.1% | -16.7% |
| YTD | -44.9% | +129.7% | -174.6% | -52.2% |
| 1Y | -64.9% | +62.8% | -127.6% | -68.4% |
| 3Y | +7.6% | +411.8% | -404.2% | -27.2% |
| 5Y | -74.0% | +99.9% | -173.9% | -83.2% |
| All | -53.9% | +40.8% | -94.8% | -66.5% |
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