-50.3%
DOCS vs ONTO
+281.0%
-331.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -8.9% | -4.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | +21.8% | -2.9% | +24.7% | +22.3% |
| 3M | +27.3% | -2.5% | +29.8% | +22.5% |
| 6M | -0.3% | +28.2% | -28.6% | -14.1% |
| YTD | -40.5% | +69.8% | -110.3% | -54.3% |
| 1Y | -61.5% | +162.9% | -224.4% | -75.2% |
| 3Y | +8.2% | +95.9% | -87.8% | -37.8% |
| 5Y | -73.4% | +244.5% | -317.9% | -88.8% |
| All | -50.3% | +281.0% | -331.2% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling