-37.4%
DOCS vs ONTO
+33.8%
-71.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.0% | -10.9% | +1.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | +7.8% | -34.1% | +41.9% | +7.8% |
| 3M | +20.0% | -37.1% | +57.0% | +20.0% |
| 6M | +26.5% | -31.8% | +58.4% | +25.8% |
| YTD | -25.8% | +22.9% | -48.7% | -29.7% |
| All | -37.4% | +33.8% | -71.2% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling