-37.1%
DOCS vs ONTO
+189.4%
-226.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.1% |
| 7D | +2.6% | +17.5% | -15.0% | -1.7% |
| 30D | +11.4% | -15.7% | +27.1% | +14.7% |
| 3M | +25.4% | -39.7% | +65.1% | +38.8% |
| 6M | +42.5% | -26.5% | +69.0% | +43.1% |
| YTD | -24.7% | +29.0% | -53.7% | -39.4% |
| 1Y | -32.9% | +57.0% | -89.9% | -49.8% |
| 3Y | +39.6% | +50.0% | -10.4% | -15.8% |
| 5Y | -54.6% | +127.3% | -181.9% | -79.4% |
| All | -37.1% | +189.4% | -226.5% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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