+66.1%
ON vs DOCN
+74.7%
-8.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.3% |
| 7D | -11.7% | -19.2% | +7.5% | -5.7% |
| 30D | -23.3% | -43.1% | +19.8% | -9.5% |
| 3M | -19.2% | -40.7% | +21.5% | -7.5% |
| 6M | -40.1% | -55.0% | +14.8% | -26.0% |
| YTD | +16.9% | +50.6% | -33.7% | -7.2% |
| 1Y | +29.7% | +54.0% | -24.2% | +1.9% |
| 3Y | -4.4% | +203.9% | -208.3% | -44.7% |
| 5Y | +7.1% | -29.4% | +36.4% | -18.5% |
| All | +66.1% | +74.7% | -8.6% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling