+223.7%
ON vs DOCU
+80.0%
+143.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | 0.0% |
| 7D | +2.4% | +6.9% | -4.5% | +0.6% |
| 30D | -3.3% | +19.0% | -22.3% | -8.2% |
| 3M | -43.6% | +34.3% | -77.9% | -49.0% |
| 6M | +19.0% | +48.0% | -29.1% | +2.7% |
| YTD | +37.4% | 0.0% | +37.3% | +32.4% |
| 1Y | +54.8% | -10.3% | +65.0% | +53.6% |
| 3Y | -25.2% | +32.4% | -57.6% | -37.0% |
| 5Y | +62.7% | -77.9% | +140.7% | +96.5% |
| All | +223.7% | +80.0% | +143.6% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling