+210.0%
ON vs DOCU
+111.8%
+98.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -5.8% | -3.7% | -2.1% | -4.9% |
| 30D | -17.1% | +15.0% | -32.0% | -20.5% |
| 3M | -11.8% | +39.9% | -51.7% | -20.4% |
| 6M | -30.2% | +66.2% | -96.3% | -41.4% |
| YTD | +31.6% | +17.7% | +13.9% | +20.6% |
| 1Y | +47.6% | +13.7% | +33.9% | +36.5% |
| 3Y | +4.4% | +95.9% | -91.5% | -22.0% |
| 5Y | +19.0% | -71.7% | +90.7% | +33.6% |
| All | +210.0% | +111.8% | +98.2% | +72.4% |
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 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