+52.1%
OMC vs DOC
-21.9%
+73.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +4.0% |
| 7D | +12.5% | +8.7% | +3.8% | +9.1% |
| 30D | +16.3% | +7.6% | +8.7% | +13.1% |
| 3M | +8.1% | -5.3% | +13.3% | +10.1% |
| 6M | +17.2% | +27.6% | -10.4% | +5.8% |
| YTD | +11.8% | +32.4% | -20.6% | -0.9% |
| 1Y | +23.9% | +22.9% | +1.1% | +13.3% |
| 3Y | +25.3% | +43.1% | -17.8% | +6.6% |
| All | +52.1% | -21.9% | +73.9% | +74.8% |
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