+328.8%
DE vs ONTO
+661.2%
-332.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.7% |
| 7D | -2.4% | +6.5% | -8.9% | -3.6% |
| 30D | +9.7% | -15.9% | +25.6% | +12.8% |
| 3M | +21.4% | -0.2% | +21.5% | +18.4% |
| 6M | +15.0% | +38.7% | -23.7% | +3.9% |
| YTD | +46.4% | +70.4% | -23.9% | +26.2% |
| 1Y | +45.6% | +153.6% | -108.0% | +14.2% |
| 3Y | +76.8% | +109.2% | -32.4% | +28.3% |
| 5Y | +99.4% | +249.7% | -150.3% | +13.4% |
| All | +328.8% | +661.2% | -332.3% | +51.5% |
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