-7.2%
DIS vs ONTO
+390.5%
-397.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.1% | -11.5% | -2.3% |
| 7D | +5.2% | -14.0% | +19.3% | +7.4% |
| 30D | +11.5% | -43.1% | +54.5% | +21.9% |
| 3M | +11.5% | -35.5% | +47.0% | +17.5% |
| 6M | +8.9% | -41.1% | +49.9% | +13.3% |
| YTD | +3.4% | +9.8% | -6.4% | -8.3% |
| 1Y | +7.2% | +31.5% | -24.3% | -9.2% |
| 3Y | +43.3% | +45.2% | -1.8% | +3.3% |
| 5Y | -31.4% | +86.7% | -118.1% | -57.7% |
| All | -7.2% | +390.5% | -397.7% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling