+6.7%
ONON vs DOC
+21.8%
-15.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.7% | +5.1% |
| 7D | +20.9% | +8.7% | +12.2% | +18.9% |
| 30D | +21.1% | +7.6% | +13.5% | +19.4% |
| 3M | +2.7% | -5.3% | +7.9% | +3.6% |
| 6M | +12.6% | +27.6% | -15.0% | +7.8% |
| YTD | -16.9% | +32.4% | -49.3% | -17.9% |
| 1Y | +6.7% | +22.9% | -16.2% | +2.3% |
| All | +6.7% | +21.8% | -15.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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