+51.3%
OMC vs DOC
-22.1%
+73.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +7.6% | +6.2% | +1.3% | +5.2% |
| 30D | +16.0% | +6.5% | +9.5% | +13.3% |
| 3M | +7.7% | -6.2% | +13.9% | +10.1% |
| 6M | +14.5% | +25.6% | -11.1% | +4.1% |
| YTD | +11.2% | +32.1% | -20.9% | -1.3% |
| 1Y | +23.6% | +20.3% | +3.3% | +14.0% |
| 3Y | +24.7% | +42.7% | -18.1% | +6.2% |
| 5Y | +51.3% | -22.2% | +73.5% | +74.1% |
| All | +51.3% | -22.1% | +73.4% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling