+95.1%
ON vs DOCN
+171.0%
-75.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | -43.6% | -37.7% | -5.9% | -35.3% |
| 6M | +19.0% | +115.2% | -96.3% | -12.1% |
| YTD | +37.4% | +133.7% | -96.4% | -2.7% |
| 1Y | +54.8% | +250.2% | -195.4% | -5.5% |
| 3Y | -25.2% | +320.3% | -345.5% | -60.1% |
| 5Y | +62.7% | +53.1% | +9.6% | +1.9% |
| All | +95.1% | +171.0% | -75.9% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling