-54.2%
DOCS vs OMC
+49.2%
-103.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -0.8% | +6.3% | -7.1% | -4.3% |
| 30D | +17.4% | +15.4% | +2.0% | +7.7% |
| 3M | +57.4% | +5.8% | +51.6% | +52.8% |
| 6M | +26.5% | +14.7% | +11.9% | +17.2% |
| YTD | -26.6% | +10.3% | -36.9% | -31.3% |
| 1Y | -48.1% | +23.2% | -71.3% | -55.0% |
| 3Y | +52.6% | +24.6% | +28.0% | +19.6% |
| All | -54.2% | +49.2% | -103.5% | -70.3% |
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