+23.9%
OMC vs DOCU
+11.6%
+12.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | +12.5% | -3.7% | +16.2% | +13.4% |
| 30D | +16.3% | +15.0% | +1.3% | +12.8% |
| 3M | +8.1% | +39.9% | -31.8% | +0.2% |
| 6M | +17.2% | +66.2% | -49.0% | +5.3% |
| YTD | +11.8% | +17.7% | -5.9% | -2.8% |
| 1Y | +23.9% | +13.7% | +10.2% | +6.7% |
| All | +23.9% | +11.6% | +12.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 1y: compounded portfolio wealth divided by compounded DOCU 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…
1y analysis · Full analysis span regression · 6 months rolling