+62.9%
ON vs DOCN
+54.1%
+8.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | -43.6% | -37.7% | -5.9% | -35.1% |
| 6M | +19.0% | +115.2% | -96.3% | -12.8% |
| YTD | +37.4% | +133.7% | -96.4% | -3.6% |
| 1Y | +54.8% | +250.2% | -195.4% | -6.9% |
| 3Y | -25.2% | +320.3% | -345.5% | -60.9% |
| All | +62.9% | +54.1% | +8.8% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling