+59.0%
OMC vs DOCU
+104.2%
-45.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.7% |
| 7D | +6.3% | -5.5% | +11.8% | +6.9% |
| 30D | +15.4% | +12.6% | +2.7% | +13.9% |
| 3M | +5.8% | +36.4% | -30.6% | +2.3% |
| 6M | +14.7% | +66.8% | -52.1% | +8.5% |
| YTD | +10.3% | +13.5% | -3.2% | +7.9% |
| 1Y | +23.2% | +11.3% | +11.9% | +20.6% |
| 3Y | +24.6% | +92.1% | -67.5% | +14.9% |
| 5Y | +50.1% | -71.0% | +121.1% | +44.0% |
| All | +59.0% | +104.2% | -45.3% | +23.2% |
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