-10.0%
DHR vs ONTO
+124.4%
-134.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.7% |
| 7D | +1.2% | +17.5% | -16.3% | -1.0% |
| 30D | +3.7% | -15.7% | +19.4% | +5.3% |
| 3M | +14.5% | -39.7% | +54.2% | +20.8% |
| 6M | +40.9% | -26.5% | +67.4% | +41.0% |
| YTD | +2.4% | +29.0% | -26.6% | -8.7% |
| 1Y | +6.1% | +57.0% | -50.8% | -8.9% |
| 3Y | +21.0% | +50.0% | -29.0% | -5.3% |
| All | -10.0% | +124.4% | -134.4% | -41.6% |
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