+25.6%
OMC vs DOC
+43.2%
-17.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +7.6% | +6.2% | +1.3% | +5.3% |
| 30D | +16.0% | +6.5% | +9.5% | +13.4% |
| 3M | +7.7% | -6.2% | +13.9% | +10.0% |
| 6M | +14.5% | +25.6% | -11.1% | +4.7% |
| YTD | +11.2% | +32.1% | -20.9% | -0.9% |
| 1Y | +23.6% | +20.3% | +3.3% | +14.7% |
| All | +25.6% | +43.2% | -17.5% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling