+98.2%
DE vs ONTO
+268.0%
-169.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | -3.0% | +9.4% | -12.4% | -4.1% |
| 30D | +11.1% | -4.4% | +15.6% | +11.4% |
| 3M | +17.6% | +1.6% | +16.0% | +15.7% |
| 6M | +13.6% | +45.3% | -31.7% | +6.0% |
| YTD | +46.3% | +76.4% | -30.1% | +32.9% |
| 1Y | +44.2% | +167.2% | -123.0% | +23.3% |
| 3Y | +76.6% | +116.6% | -40.0% | +43.8% |
| 5Y | +98.2% | +263.7% | -165.5% | +32.2% |
| All | +98.2% | +268.0% | -169.7% | +32.2% |
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