+72.3%
DLR vs ONTO
+449.2%
-377.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +12.0% | -8.6% | +1.4% |
| 7D | +2.4% | +1.4% | +1.0% | +1.7% |
| 30D | +0.7% | -34.1% | +34.9% | +7.1% |
| 3M | -6.4% | -37.1% | +30.6% | -0.3% |
| 6M | -6.5% | -31.8% | +25.3% | -3.8% |
| YTD | +18.8% | +22.9% | -4.1% | +9.3% |
| 1Y | +9.0% | +39.5% | -30.5% | -2.1% |
| 3Y | +54.5% | +57.7% | -3.2% | +27.0% |
| 5Y | +35.8% | +115.8% | -80.0% | +1.3% |
| All | +72.3% | +449.2% | -377.0% | -2.7% |
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