+81.3%
ON vs DOCN
+88.7%
-7.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +8.0% | +1.1% | +6.6% |
| 7D | -1.4% | -12.8% | +11.4% | +2.9% |
| 30D | -10.9% | -41.9% | +31.1% | +4.8% |
| 3M | -14.9% | -36.9% | +22.1% | -4.4% |
| 6M | -33.0% | -52.2% | +19.2% | -18.6% |
| YTD | +27.6% | +62.7% | -35.1% | -1.0% |
| 1Y | +44.5% | +58.2% | -13.8% | +12.8% |
| 3Y | +7.4% | +219.5% | -212.1% | -38.6% |
| 5Y | +18.7% | -32.9% | +51.6% | -9.4% |
| All | +81.3% | +88.7% | -7.4% | +6.9% |
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