+33.1%
ONON vs DOC
+44.2%
-11.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +10.6% | +6.5% | +4.1% | +8.6% |
| 30D | +12.5% | +9.2% | +3.3% | +9.6% |
| 3M | +0.1% | -2.5% | +2.5% | +0.8% |
| 6M | +3.6% | +7.1% | -3.5% | +1.3% |
| YTD | -19.6% | +33.0% | -52.6% | -26.9% |
| 1Y | +5.2% | +23.3% | -18.1% | -2.2% |
| 3Y | +33.1% | +44.9% | -11.8% | +18.0% |
| All | +33.1% | +44.2% | -11.0% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling