+5,947.5%
OMC vs DOC
+2,974.4%
+2,973.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.0% |
| 7D | -6.4% | -1.5% | -4.9% | -6.0% |
| 30D | +1.1% | -4.8% | +5.9% | +2.5% |
| 3M | +10.4% | +6.9% | +3.5% | +8.1% |
| 6M | -1.7% | +20.7% | -22.5% | -7.9% |
| YTD | +4.4% | +34.1% | -29.7% | -5.2% |
| 1Y | +8.4% | +22.6% | -14.2% | +1.1% |
| 3Y | +14.4% | +20.8% | -6.4% | +6.0% |
| 5Y | +33.9% | -24.9% | +58.7% | +41.4% |
| 10Y | +34.9% | -1.8% | +36.7% | +26.8% |
| All | +5,947.5% | +2,974.4% | +2,973.2% | +2,876.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling