-4.9%
ON vs DOC
+43.2%
-48.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.2% | -11.3% | -11.5% |
| 7D | -16.3% | +6.2% | -22.5% | -17.8% |
| 30D | -27.0% | +6.5% | -33.5% | -28.5% |
| 3M | -18.1% | -6.2% | -11.8% | -16.5% |
| 6M | -38.6% | +25.6% | -64.2% | -45.2% |
| YTD | +16.4% | +32.1% | -15.7% | +0.6% |
| 1Y | +25.8% | +20.3% | +5.5% | +13.6% |
| All | -4.9% | +43.2% | -48.0% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling