-31.9%
DIS vs ONTO
+84.2%
-116.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.1% | -11.5% | -1.7% |
| 7D | +5.2% | -14.0% | +19.3% | +6.7% |
| 30D | +11.5% | -43.1% | +54.5% | +18.5% |
| 3M | +11.5% | -35.5% | +47.0% | +15.6% |
| 6M | +8.9% | -41.1% | +49.9% | +11.8% |
| YTD | +3.4% | +9.8% | -6.4% | -6.2% |
| 1Y | +7.2% | +31.5% | -24.3% | -6.2% |
| 3Y | +43.3% | +45.2% | -1.8% | +8.6% |
| All | -31.9% | +84.2% | -116.2% | -56.9% |
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 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