-99.9%
DFNS vs ONTO
+655.2%
-755.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | -0.1% |
| 7D | -16.0% | -1.0% | -15.0% | -15.9% |
| 30D | -77.7% | -2.9% | -74.8% | -77.6% |
| 3M | -77.2% | -2.5% | -74.7% | -77.3% |
| 6M | -95.2% | +28.2% | -123.4% | -95.5% |
| YTD | -98.0% | +69.8% | -167.7% | -98.2% |
| 1Y | -98.3% | +162.9% | -261.1% | -98.5% |
| 3Y | -99.9% | +95.9% | -195.8% | -99.9% |
| 5Y | -99.9% | +244.5% | -344.3% | -99.9% |
| All | -99.9% | +655.2% | -755.0% | -99.9% |
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