+25.8%
ON vs DOC
+21.7%
+4.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.2% | -11.3% | -11.6% |
| 7D | -16.3% | +6.2% | -22.5% | -15.8% |
| 30D | -27.0% | +6.5% | -33.5% | -26.5% |
| 3M | -18.1% | -6.2% | -11.8% | -18.1% |
| 6M | -38.6% | +25.6% | -64.2% | -40.2% |
| YTD | +16.4% | +32.1% | -15.7% | +14.6% |
| 1Y | +25.8% | +20.3% | +5.5% | +17.7% |
| All | +25.8% | +21.7% | +4.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling