+51.3%
OMC vs DOCU
-71.9%
+123.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | +7.6% | -3.2% | +10.8% | +8.1% |
| 30D | +16.0% | +15.7% | +0.3% | +13.3% |
| 3M | +7.7% | +37.3% | -29.6% | +2.2% |
| 6M | +14.5% | +63.1% | -48.6% | +5.6% |
| YTD | +11.2% | +15.4% | -4.2% | +7.3% |
| 1Y | +23.6% | +11.3% | +12.3% | +19.6% |
| 3Y | +24.7% | +92.1% | -67.4% | +8.4% |
| 5Y | +51.3% | -70.5% | +121.8% | +41.5% |
| All | +51.3% | -71.9% | +123.2% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling