+181.6%
DHI vs ONTO
+661.2%
-479.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.6% |
| 7D | -6.1% | +6.5% | -12.6% | -7.6% |
| 30D | -10.1% | -15.9% | +5.8% | -6.9% |
| 3M | -7.3% | -0.2% | -7.2% | -10.5% |
| 6M | -6.1% | +38.7% | -44.9% | -17.6% |
| YTD | -5.0% | +70.4% | -75.4% | -21.8% |
| 1Y | -22.1% | +153.6% | -175.7% | -43.1% |
| 3Y | +19.2% | +109.2% | -89.9% | -20.9% |
| 5Y | +59.4% | +249.7% | -190.3% | -18.8% |
| All | +181.6% | +661.2% | -479.5% | -9.0% |
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