+19.6%
ON vs DOCS
-54.6%
+74.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -4.1% | -0.6% | -3.6% | -4.0% |
| 30D | -10.2% | +6.3% | -16.5% | -11.2% |
| 3M | -12.7% | +26.5% | -39.2% | -16.8% |
| 6M | -32.5% | +24.8% | -57.3% | -37.1% |
| YTD | +28.6% | -26.8% | +55.3% | +33.7% |
| 1Y | +43.4% | -38.3% | +81.7% | +55.1% |
| 3Y | +3.3% | +36.0% | -32.7% | -16.7% |
| All | +19.6% | -54.6% | +74.2% | +16.3% |
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 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