+65.3%
ON vs DOCN
+70.4%
-5.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -15.9% | +4.3% | -6.6% |
| 7D | -16.3% | -29.3% | +13.0% | -6.8% |
| 30D | -27.0% | -46.0% | +19.0% | -12.4% |
| 3M | -18.1% | -43.2% | +25.1% | -5.0% |
| 6M | -38.6% | -53.7% | +15.1% | -24.8% |
| YTD | +16.4% | +46.9% | -30.6% | -6.9% |
| 1Y | +25.8% | +54.3% | -28.5% | -1.4% |
| 3Y | -7.7% | +185.5% | -193.2% | -45.5% |
| 5Y | +6.6% | -31.1% | +37.7% | -18.3% |
| All | +65.3% | +70.4% | -5.1% | +0.6% |
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