+25.6%
OMC vs DOCU
+91.1%
-65.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | +7.6% | -3.2% | +10.8% | +8.2% |
| 30D | +16.0% | +15.7% | +0.3% | +12.9% |
| 3M | +7.7% | +37.3% | -29.6% | +1.5% |
| 6M | +14.5% | +63.1% | -48.6% | +4.6% |
| YTD | +11.2% | +15.4% | -4.2% | +6.2% |
| 1Y | +23.6% | +11.3% | +12.3% | +18.4% |
| All | +25.6% | +91.1% | -65.4% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling