+38.0%
DIS vs ONTO
+60.0%
-22.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.9% | -8.5% | -0.1% |
| 7D | +0.6% | +16.4% | -15.8% | -0.4% |
| 30D | +10.3% | -21.4% | +31.7% | +11.6% |
| 3M | +15.6% | -32.7% | +48.3% | +17.8% |
| 6M | +15.1% | -25.2% | +40.3% | +14.6% |
| YTD | +6.0% | +36.2% | -30.3% | -3.0% |
| 1Y | +5.7% | +61.2% | -55.5% | -5.5% |
| All | +38.0% | +60.0% | -22.0% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling