-73.2%
DOCS vs OSCR
+79.9%
-153.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | +5.8% | -7.3% | -2.4% |
| 30D | +21.8% | +7.1% | +14.7% | +20.3% |
| 3M | +27.3% | +36.7% | -9.4% | +20.3% |
| 6M | -0.3% | +114.3% | -114.6% | -13.0% |
| YTD | -40.5% | +124.4% | -164.9% | -48.6% |
| 1Y | -61.5% | +75.5% | -137.0% | -66.0% |
| 3Y | +8.2% | +390.1% | -382.0% | -28.3% |
| All | -73.2% | +79.9% | -153.0% | -83.1% |
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