-20.0%
ONON vs DOC
-22.6%
+2.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.4% |
| 7D | -3.0% | -1.5% | -1.5% | -2.3% |
| 30D | -26.7% | -4.8% | -21.9% | -24.9% |
| 3M | -25.3% | +6.9% | -32.2% | -27.8% |
| 6M | -35.3% | +20.7% | -56.0% | -41.7% |
| YTD | -39.8% | +34.1% | -73.9% | -49.0% |
| 1Y | -39.2% | +22.6% | -61.9% | -46.3% |
| 3Y | -4.2% | +20.8% | -25.1% | -16.1% |
| All | -20.0% | -22.6% | +2.6% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling