-28.8%
DPZ vs ONTO
+243.6%
-272.4%
-47.8%
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% | -2.2% |
| 7D | -2.5% | -1.0% | -1.5% | -2.5% |
| 30D | -7.0% | -2.9% | -4.1% | -7.1% |
| 3M | +11.6% | -2.5% | +14.1% | +9.8% |
| 6M | -15.2% | +28.2% | -43.4% | -19.8% |
| YTD | -17.2% | +69.8% | -87.0% | -24.9% |
| 1Y | -24.8% | +162.9% | -187.7% | -36.3% |
| 3Y | -8.7% | +95.9% | -104.6% | -24.6% |
| All | -28.8% | +243.6% | -272.4% | -49.6% |
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