-99.6%
DFNS vs ONTO
+46.1%
-145.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -8.7% | -9.7% | -17.9% |
| 7D | -27.7% | -17.4% | -10.3% | -27.2% |
| 30D | -58.0% | -43.2% | -14.8% | -57.6% |
| 3M | -94.0% | -35.7% | -58.2% | -93.8% |
| 6M | -94.6% | -38.3% | -56.3% | -94.1% |
| YTD | -99.4% | +17.1% | -116.5% | -99.6% |
| 1Y | -99.6% | +43.1% | -142.8% | -99.8% |
| All | -99.6% | +46.1% | -145.7% | -99.8% |
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