+50.5%
OMC vs DOCU
+80.0%
-29.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -2.9% |
| 7D | -6.4% | +6.9% | -13.3% | -7.1% |
| 30D | +1.1% | +19.0% | -17.9% | -0.8% |
| 3M | +10.4% | +34.3% | -23.9% | +6.9% |
| 6M | -1.7% | +48.0% | -49.7% | -5.9% |
| YTD | +4.4% | 0.0% | +4.4% | +3.6% |
| 1Y | +8.4% | -10.3% | +18.7% | +8.3% |
| 3Y | +14.4% | +32.4% | -18.0% | +9.0% |
| 5Y | +33.9% | -77.9% | +111.8% | +30.4% |
| All | +50.5% | +80.0% | -29.5% | +18.3% |
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