-54.2%
DOCS vs AON
+19.9%
-74.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -0.7% |
| 7D | -0.8% | +4.4% | -5.1% | -2.8% |
| 30D | +17.4% | +24.1% | -6.7% | +5.8% |
| 3M | +57.4% | -7.0% | +64.3% | +61.9% |
| 6M | +26.5% | +9.1% | +17.4% | +20.1% |
| YTD | -26.6% | -4.4% | -22.2% | -25.9% |
| 1Y | -48.1% | -0.8% | -47.3% | -48.6% |
| 3Y | +52.6% | +5.1% | +47.5% | +43.0% |
| All | -54.2% | +19.9% | -74.1% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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