+62.9%
OMC vs DOCU
+104.6%
-41.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +5.4% | -4.8% | +10.1% | +5.9% |
| 30D | +15.7% | +9.4% | +6.3% | +14.6% |
| 3M | +4.9% | +29.0% | -24.1% | +2.0% |
| 6M | +17.3% | +62.3% | -45.1% | +11.2% |
| YTD | +13.0% | +13.7% | -0.6% | +10.5% |
| 1Y | +24.1% | +11.5% | +12.5% | +21.4% |
| 3Y | +31.2% | +94.2% | -63.0% | +20.9% |
| 5Y | +53.4% | -71.7% | +125.1% | +47.2% |
| All | +62.9% | +104.6% | -41.7% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling