+10.3%
ONON vs DOC
-23.6%
+34.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.7% | +4.3% |
| 7D | +20.9% | +8.7% | +12.2% | +16.2% |
| 30D | +21.1% | +7.6% | +13.5% | +16.9% |
| 3M | +2.7% | -5.3% | +7.9% | +5.3% |
| 6M | +12.6% | +27.6% | -15.0% | -1.6% |
| YTD | -16.9% | +32.4% | -49.3% | -29.3% |
| 1Y | +6.7% | +22.9% | -16.2% | -5.8% |
| 3Y | +37.6% | +43.1% | -5.5% | +5.2% |
| 5Y | +2.6% | -21.4% | +24.0% | +26.7% |
| All | +10.3% | -23.6% | +34.0% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling