-11.9%
OSCR vs DOC
-7.5%
-4.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.3% | -8.1% |
| 7D | +0.9% | +6.5% | -5.5% | -2.9% |
| 30D | -6.9% | +9.2% | -16.0% | -12.0% |
| 3M | +15.5% | -2.5% | +18.0% | +17.0% |
| 6M | +54.5% | +7.1% | +47.4% | +47.7% |
| YTD | +113.3% | +33.0% | +80.3% | +74.7% |
| 1Y | +85.1% | +23.3% | +61.8% | +59.7% |
| 3Y | +436.8% | +44.9% | +391.8% | +290.7% |
| 5Y | +80.3% | -21.6% | +101.9% | +109.8% |
| All | -11.9% | -7.5% | -4.4% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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