-41.1%
DIS vs ONTO
+243.6%
-284.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -2.5% |
| 7D | -2.6% | -1.0% | -1.6% | -2.5% |
| 30D | +3.5% | -2.9% | +6.4% | +3.2% |
| 3M | +6.8% | -2.5% | +9.3% | +4.2% |
| 6M | +3.0% | +28.2% | -25.2% | -5.3% |
| YTD | -6.7% | +69.8% | -76.5% | -18.9% |
| 1Y | -10.1% | +162.9% | -173.0% | -28.9% |
| 3Y | +33.0% | +95.9% | -62.9% | 0.0% |
| All | -41.1% | +243.6% | -284.7% | -64.7% |
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