+19.0%
ON vs DOC
-22.8%
+41.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -3.3% |
| 7D | -5.8% | +8.7% | -14.5% | -9.4% |
| 30D | -17.1% | +7.6% | -24.7% | -20.1% |
| 3M | -11.8% | -5.3% | -6.5% | -10.1% |
| 6M | -30.2% | +27.6% | -57.8% | -40.3% |
| YTD | +31.6% | +32.4% | -0.8% | +9.1% |
| 1Y | +47.6% | +22.9% | +24.7% | +27.4% |
| 3Y | +4.4% | +43.1% | -38.7% | -20.4% |
| 5Y | +19.0% | -21.4% | +40.4% | +39.3% |
| All | +19.0% | -22.8% | +41.8% | +39.3% |
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