+39.6%
DOCS vs OSCR
+339.8%
-300.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | +2.6% | +1.3% | +1.2% | +2.3% |
| 30D | +11.4% | -9.5% | +21.0% | +12.8% |
| 3M | +25.4% | +0.9% | +24.5% | +24.8% |
| 6M | +42.5% | +31.5% | +11.1% | +36.8% |
| YTD | -24.7% | +116.1% | -140.8% | -32.0% |
| 1Y | -32.9% | +122.6% | -155.5% | -39.9% |
| 3Y | +39.6% | +356.6% | -317.0% | +7.5% |
| All | +39.6% | +339.8% | -300.2% | +7.5% |
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 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