+70.5%
DOCN vs OMC
+38.0%
+32.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -19.2% | +6.3% | -25.4% | -21.3% |
| 30D | -43.1% | +15.4% | -58.4% | -46.9% |
| 3M | -40.7% | +5.8% | -46.5% | -42.9% |
| 6M | -55.0% | +14.7% | -69.6% | -59.4% |
| YTD | +50.6% | +10.3% | +40.3% | +36.6% |
| 1Y | +54.0% | +23.2% | +30.7% | +29.2% |
| 3Y | +203.9% | +24.6% | +179.3% | +145.1% |
| 5Y | -29.4% | +50.1% | -79.4% | -45.8% |
| All | +70.5% | +38.0% | +32.5% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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