-27.5%
DPZ vs ONTO
+84.2%
-111.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.1% | -13.2% | -2.8% |
| 7D | +6.6% | -14.0% | +20.6% | +7.4% |
| 30D | +10.3% | -43.1% | +53.4% | +14.2% |
| 3M | -6.2% | -35.5% | +29.4% | -4.3% |
| 6M | +4.2% | -41.1% | +45.3% | +5.6% |
| YTD | -18.4% | +9.8% | -28.2% | -24.2% |
| 1Y | -14.9% | +31.5% | -46.5% | -23.1% |
| 3Y | -4.6% | +45.2% | -49.8% | -21.6% |
| All | -27.5% | +84.2% | -111.8% | -47.4% |
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