-47.3%
DOCS vs OMC
+24.5%
-71.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +3.8% |
| 7D | +1.2% | +12.5% | -11.3% | -4.4% |
| 30D | +21.3% | +16.3% | +5.0% | +12.8% |
| 3M | +58.4% | +8.1% | +50.3% | +53.3% |
| 6M | +39.3% | +17.2% | +22.1% | +30.9% |
| YTD | -21.7% | +11.8% | -33.5% | -27.9% |
| 1Y | -47.3% | +23.9% | -71.3% | -48.8% |
| All | -47.3% | +24.5% | -71.9% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling