+61.9%
OMC vs DOCU
+112.5%
-50.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.2% |
| 7D | +1.9% | +4.1% | -2.2% | +1.4% |
| 30D | +12.2% | +7.4% | +4.9% | +11.3% |
| 3M | +0.6% | +26.0% | -25.4% | -1.9% |
| 6M | +21.0% | +79.2% | -58.2% | +13.7% |
| YTD | +12.4% | +18.1% | -5.7% | +9.4% |
| 1Y | +25.4% | +20.5% | +4.9% | +21.7% |
| 3Y | +29.2% | +96.4% | -67.2% | +18.8% |
| 5Y | +52.6% | -69.5% | +122.1% | +45.8% |
| All | +61.9% | +112.5% | -50.6% | +25.0% |
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