+24.3%
OMC vs DOCU
+11.9%
+12.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | +7.6% | -3.2% | +10.8% | +8.3% |
| 30D | +16.0% | +15.7% | +0.3% | +12.3% |
| 3M | +7.7% | +37.3% | -29.6% | +0.3% |
| 6M | +14.5% | +63.1% | -48.6% | +3.3% |
| YTD | +11.2% | +15.4% | -4.2% | -2.9% |
| All | +24.3% | +11.9% | +12.3% | +8.1% |
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