-73.2%
DOCS vs OMC
+33.9%
-107.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.3% |
| 7D | -1.4% | -6.4% | +5.0% | +2.4% |
| 30D | +21.8% | +1.1% | +20.7% | +21.6% |
| 3M | +27.3% | +10.4% | +16.9% | +20.3% |
| 6M | -0.3% | -1.7% | +1.4% | +0.9% |
| YTD | -40.5% | +4.4% | -44.9% | -42.4% |
| 1Y | -61.5% | +8.4% | -70.0% | -64.0% |
| 3Y | +8.2% | +14.4% | -6.2% | -9.2% |
| All | -73.2% | +33.9% | -107.1% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling