+6.7%
ONON vs DOC
-23.3%
+30.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +10.6% | +6.5% | +4.1% | +7.4% |
| 30D | +12.5% | +9.2% | +3.3% | +7.8% |
| 3M | +0.1% | -2.5% | +2.5% | +1.2% |
| 6M | +3.6% | +7.1% | -3.5% | -0.3% |
| YTD | -19.6% | +33.0% | -52.6% | -31.7% |
| 1Y | +5.2% | +23.3% | -18.1% | -7.2% |
| 3Y | +33.1% | +44.9% | -11.8% | +0.9% |
| 5Y | -4.7% | -21.6% | +16.9% | +17.0% |
| All | +6.7% | -23.3% | +30.0% | +28.2% |
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