-37.1%
DOCS vs OMC
+33.8%
-70.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.4% |
| 7D | +2.6% | +1.9% | +0.7% | +1.4% |
| 30D | +11.4% | +12.2% | -0.8% | +3.7% |
| 3M | +25.4% | +0.6% | +24.8% | +24.6% |
| 6M | +42.5% | +21.0% | +21.5% | +27.5% |
| YTD | -24.7% | +12.4% | -37.1% | -30.5% |
| 1Y | -32.9% | +25.4% | -58.4% | -42.7% |
| 3Y | +39.6% | +29.2% | +10.4% | +6.3% |
| 5Y | -54.6% | +52.6% | -107.2% | -71.2% |
| All | -37.1% | +33.8% | -70.9% | -55.2% |
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