-50.3%
DOCS vs OSCR
+37.6%
-87.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | +5.8% | -7.3% | -2.3% |
| 30D | +21.8% | +7.1% | +14.7% | +20.3% |
| 3M | +27.3% | +36.7% | -9.4% | +20.6% |
| 6M | -0.3% | +114.3% | -114.6% | -12.4% |
| YTD | -40.5% | +124.4% | -164.9% | -48.2% |
| 1Y | -61.5% | +75.5% | -137.0% | -65.8% |
| 3Y | +8.2% | +390.1% | -382.0% | -26.3% |
| 5Y | -73.4% | +77.1% | -150.5% | -82.8% |
| All | -50.3% | +37.6% | -87.9% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling