-25.1%
ON vs DOCN
+324.7%
-349.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.1% |
| 7D | +2.4% | +1.1% | +1.3% | +2.0% |
| 30D | -3.3% | -9.6% | +6.3% | -0.8% |
| 3M | -43.6% | -37.7% | -5.9% | -35.8% |
| 6M | +19.0% | +115.2% | -96.3% | -10.9% |
| YTD | +37.4% | +133.7% | -96.4% | -1.6% |
| 1Y | +54.8% | +250.2% | -195.4% | -4.8% |
| All | -25.1% | +324.7% | -349.8% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling