+62.9%
ON vs DOC
-24.5%
+87.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | +2.4% | -1.5% | +3.9% | +3.1% |
| 30D | -3.3% | -4.8% | +1.5% | -1.3% |
| 3M | -43.6% | +6.9% | -50.5% | -46.1% |
| 6M | +19.0% | +20.7% | -1.8% | +5.6% |
| YTD | +37.4% | +34.1% | +3.2% | +14.3% |
| 1Y | +54.8% | +22.6% | +32.1% | +34.8% |
| 3Y | -25.2% | +20.8% | -46.0% | -35.7% |
| All | +62.9% | -24.5% | +87.4% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling