+67.7%
ON vs DOCS
-21.0%
+88.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.8% |
| 7D | -11.7% | -0.8% | -10.9% | -11.5% |
| 30D | -23.3% | +17.4% | -40.7% | -25.2% |
| 3M | -19.2% | +57.4% | -76.5% | -25.5% |
| 6M | -40.1% | +26.5% | -66.7% | -43.8% |
| YTD | +16.9% | -26.6% | +43.5% | +20.6% |
| 1Y | +29.7% | -48.1% | +77.8% | +42.8% |
| 3Y | -4.4% | +52.6% | -57.0% | -20.5% |
| 5Y | +7.1% | -52.1% | +59.2% | +0.9% |
| All | +67.7% | -21.0% | +88.7% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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