-73.2%
DOCS vs AON
+15.3%
-88.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -1.4% | -9.1% | +7.7% | +2.6% |
| 30D | +21.8% | -10.2% | +32.1% | +27.5% |
| 3M | +27.3% | +0.5% | +26.8% | +26.1% |
| 6M | -0.3% | -4.8% | +4.5% | +1.0% |
| YTD | -40.5% | -8.0% | -32.5% | -38.8% |
| 1Y | -61.5% | -13.1% | -48.5% | -59.5% |
| 3Y | +8.2% | -1.3% | +9.5% | +5.4% |
| All | -73.2% | +15.3% | -88.5% | -79.3% |
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