-23.6%
DIS vs ONTO
+136.3%
-159.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | +0.9% | +34.4% | -33.6% | -2.8% |
| 30D | +8.9% | -20.4% | +29.3% | +11.2% |
| 3M | +14.5% | -37.8% | +52.4% | +20.0% |
| 6M | +12.2% | -24.6% | +36.8% | +11.6% |
| YTD | +4.7% | +32.8% | -28.1% | -7.3% |
| 1Y | +2.8% | +54.7% | -51.9% | -11.7% |
| 3Y | +38.1% | +54.7% | -16.5% | +5.8% |
| 5Y | -23.6% | +134.0% | -157.6% | -53.2% |
| All | -23.6% | +136.3% | -159.9% | -53.2% |
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