+54.8%
ON vs DOCU
-9.0%
+63.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +1.3% |
| 7D | +2.4% | +6.9% | -4.5% | +3.0% |
| 30D | -3.3% | +19.0% | -22.3% | -1.7% |
| 3M | -43.6% | +34.3% | -77.9% | -41.0% |
| 6M | +19.0% | +48.0% | -29.1% | +22.0% |
| YTD | +37.4% | 0.0% | +37.3% | +57.8% |
| 1Y | +54.8% | -10.3% | +65.0% | +82.4% |
| All | +54.8% | -9.0% | +63.8% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 1y: compounded portfolio wealth divided by compounded DOCU 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…
1y analysis · Full analysis span regression · 6 months rolling