-54.2%
DOCS vs OSCR
+77.8%
-132.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.6% | +5.6% | -0.8% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | +17.4% | -6.9% | +24.3% | +18.7% |
| 3M | +57.4% | +15.5% | +41.9% | +53.4% |
| 6M | +26.5% | +54.5% | -27.9% | +17.1% |
| YTD | -26.6% | +113.3% | -139.9% | -35.9% |
| 1Y | -48.1% | +85.1% | -133.1% | -54.1% |
| 3Y | +52.6% | +436.8% | -384.1% | +0.7% |
| All | -54.2% | +77.8% | -132.0% | -73.7% |
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