-51.1%
DOCS vs OMC
+51.8%
-102.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | -1.3% | +7.6% | -8.9% | -5.5% |
| 30D | +19.4% | +16.0% | +3.4% | +9.1% |
| 3M | +53.4% | +7.7% | +45.7% | +47.3% |
| 6M | +28.8% | +14.5% | +14.2% | +19.3% |
| YTD | -25.1% | +11.2% | -36.3% | -30.2% |
| 1Y | -48.1% | +23.6% | -71.7% | -55.2% |
| 3Y | +51.4% | +24.7% | +26.7% | +18.8% |
| 5Y | -51.1% | +51.3% | -102.4% | -68.5% |
| All | -51.1% | +51.8% | -102.9% | -68.5% |
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 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