+219.5%
DOCN vs OMC
+29.2%
+190.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.6% | +7.5% |
| 7D | -12.8% | +5.4% | -18.2% | -13.9% |
| 30D | -41.9% | +15.7% | -57.6% | -44.2% |
| 3M | -36.9% | +4.9% | -41.8% | -37.9% |
| 6M | -52.2% | +17.3% | -69.5% | -55.6% |
| YTD | +62.7% | +13.0% | +49.7% | +52.6% |
| 1Y | +58.2% | +24.1% | +34.2% | +39.5% |
| 3Y | +219.5% | +31.2% | +188.2% | +142.7% |
| All | +219.5% | +29.2% | +190.2% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling