+6.6%
ON vs DOCS
-54.0%
+60.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.3% | -7.3% | -10.8% |
| 7D | -16.3% | -1.3% | -14.9% | -16.0% |
| 30D | -27.0% | +19.4% | -46.4% | -29.4% |
| 3M | -18.1% | +53.4% | -71.5% | -25.2% |
| 6M | -38.6% | +28.8% | -67.4% | -43.2% |
| YTD | +16.4% | -25.1% | +41.4% | +20.5% |
| 1Y | +25.8% | -48.1% | +74.0% | +41.6% |
| 3Y | -7.7% | +51.4% | -59.0% | -27.8% |
| 5Y | +6.6% | -51.1% | +57.7% | +0.8% |
| All | +6.6% | -54.0% | +60.5% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling