+7.3%
ONON vs DOC
-23.8%
+31.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.7% |
| 7D | +14.5% | +6.2% | +8.2% | +11.2% |
| 30D | +13.3% | +6.5% | +6.8% | +9.9% |
| 3M | -1.7% | -6.2% | +4.5% | +1.3% |
| 6M | +8.5% | +25.6% | -17.1% | -4.4% |
| YTD | -19.2% | +32.1% | -51.3% | -31.2% |
| 1Y | +4.0% | +20.3% | -16.2% | -7.0% |
| 3Y | +33.8% | +42.7% | -9.0% | +2.4% |
| 5Y | -4.2% | -22.2% | +17.9% | +17.9% |
| All | +7.3% | -23.8% | +31.1% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling