+61.0%
OMC vs DOCU
+111.8%
-50.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | +12.5% | -3.7% | +16.2% | +12.9% |
| 30D | +16.3% | +15.0% | +1.3% | +14.6% |
| 3M | +8.1% | +39.9% | -31.8% | +4.2% |
| 6M | +17.2% | +66.2% | -49.0% | +10.8% |
| YTD | +11.8% | +17.7% | -5.9% | +8.9% |
| 1Y | +23.9% | +13.7% | +10.2% | +21.0% |
| 3Y | +25.3% | +95.9% | -70.6% | +15.3% |
| 5Y | +54.7% | -71.7% | +126.4% | +48.0% |
| All | +61.0% | +111.8% | -50.8% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling