+66.4%
DOCN vs OMC
+39.2%
+27.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.5% | -15.4% | -15.7% |
| 7D | -29.3% | +7.6% | -36.8% | -31.5% |
| 30D | -46.0% | +16.0% | -62.0% | -49.7% |
| 3M | -43.2% | +7.7% | -50.9% | -45.8% |
| 6M | -53.7% | +14.5% | -68.3% | -58.1% |
| YTD | +46.9% | +11.2% | +35.7% | +32.8% |
| 1Y | +54.3% | +23.6% | +30.8% | +29.5% |
| 3Y | +185.5% | +24.7% | +160.9% | +130.7% |
| 5Y | -31.1% | +51.3% | -82.4% | -47.3% |
| All | +66.4% | +39.2% | +27.2% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling