+157.2%
AON vs DOCU
+107.7%
+49.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | +7.3% | -3.2% | +10.6% | +7.7% |
| 30D | +26.0% | +15.7% | +10.3% | +24.1% |
| 3M | -4.1% | +37.3% | -41.4% | -7.4% |
| 6M | +10.0% | +63.1% | -53.1% | +4.0% |
| YTD | -1.7% | +15.4% | -17.1% | -4.1% |
| 1Y | +1.5% | +11.3% | -9.8% | -0.7% |
| 3Y | +8.9% | +92.1% | -83.2% | -1.8% |
| 5Y | +23.8% | -70.5% | +94.3% | +27.7% |
| All | +157.2% | +107.7% | +49.6% | +105.3% |
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 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