+17.1%
AON vs DOCU
-71.0%
+88.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.6% |
| 7D | +4.4% | -5.5% | +9.9% | +5.0% |
| 30D | +24.1% | +12.6% | +11.5% | +22.5% |
| 3M | -7.0% | +36.4% | -43.4% | -10.1% |
| 6M | +9.1% | +66.8% | -57.7% | +2.9% |
| YTD | -4.4% | +13.5% | -17.9% | -6.7% |
| 1Y | -0.8% | +11.3% | -12.1% | -3.1% |
| 3Y | +5.1% | +92.1% | -86.9% | -5.5% |
| All | +17.1% | -71.0% | +88.1% | +16.7% |
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