+97.0%
ON vs DOCS
-36.0%
+133.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.4% |
| 7D | +2.4% | -1.4% | +3.9% | +2.7% |
| 30D | -3.3% | +21.8% | -25.1% | -7.1% |
| 3M | -43.6% | +27.3% | -70.9% | -46.5% |
| 6M | +19.0% | -0.3% | +19.3% | +15.9% |
| YTD | +37.4% | -40.5% | +77.9% | +46.6% |
| 1Y | +54.8% | -61.5% | +116.3% | +79.7% |
| 3Y | -25.2% | +8.2% | -33.3% | -33.7% |
| 5Y | +62.7% | -73.4% | +136.1% | +58.2% |
| All | +97.0% | -36.0% | +133.0% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling