-25.1%
ON vs DOCS
+9.5%
-34.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.2% |
| 7D | +2.4% | -1.4% | +3.9% | +2.6% |
| 30D | -3.3% | +21.8% | -25.1% | -5.4% |
| 3M | -43.6% | +27.3% | -70.9% | -45.2% |
| 6M | +19.0% | -0.3% | +19.3% | +17.8% |
| YTD | +37.4% | -40.5% | +77.9% | +46.7% |
| 1Y | +54.8% | -61.5% | +116.3% | +77.5% |
| All | -25.1% | +9.5% | -34.6% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling