+35.1%
OMC vs DOC
-24.5%
+59.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.8% |
| 7D | -6.4% | -1.5% | -4.9% | -5.9% |
| 30D | +1.1% | -4.8% | +5.9% | +2.9% |
| 3M | +10.4% | +6.9% | +3.5% | +7.6% |
| 6M | -1.7% | +20.7% | -22.5% | -9.1% |
| YTD | +4.4% | +34.1% | -29.7% | -7.7% |
| 1Y | +8.4% | +22.6% | -14.2% | -0.6% |
| 3Y | +14.4% | +20.8% | -6.4% | +4.5% |
| All | +35.1% | -24.5% | +59.6% | +51.5% |
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