-51.1%
DOCS vs AON
+22.0%
-73.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -1.3% | +7.3% | -8.7% | -4.7% |
| 30D | +19.4% | +26.0% | -6.6% | +6.7% |
| 3M | +53.4% | -4.1% | +57.5% | +55.5% |
| 6M | +28.8% | +10.0% | +18.7% | +21.7% |
| YTD | -25.1% | -1.7% | -23.4% | -25.4% |
| 1Y | -48.1% | +1.5% | -49.7% | -49.3% |
| 3Y | +51.4% | +8.9% | +42.5% | +39.0% |
| 5Y | -51.1% | +23.8% | -74.9% | -61.7% |
| All | -51.1% | +22.0% | -73.1% | -61.7% |
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