-51.1%
DOCS vs ONTO
+73.6%
-124.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.6% | +11.3% | -0.3% |
| 7D | -1.3% | -29.7% | +28.4% | +7.2% |
| 30D | +19.4% | -50.3% | +69.7% | +41.1% |
| 3M | +53.4% | -43.5% | +96.9% | +73.4% |
| 6M | +28.8% | -48.9% | +77.6% | +42.9% |
| YTD | -25.1% | -1.2% | -23.9% | -35.6% |
| 1Y | -48.1% | +14.9% | -63.0% | -58.2% |
| 3Y | +51.4% | +31.2% | +20.2% | -11.4% |
| 5Y | -51.1% | +68.1% | -119.2% | -77.6% |
| All | -51.1% | +73.6% | -124.7% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling