+38.9%
DPZ vs ONTO
+341.5%
-302.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.6% | +15.9% | +1.4% |
| 7D | +9.5% | -29.7% | +39.2% | +12.1% |
| 30D | +12.8% | -50.3% | +63.1% | +18.6% |
| 3M | -6.2% | -43.5% | +37.2% | -3.0% |
| 6M | +4.3% | -48.9% | +53.1% | +7.3% |
| YTD | -16.6% | -1.2% | -15.4% | -21.3% |
| 1Y | -12.8% | +14.9% | -27.7% | -19.5% |
| 3Y | -0.8% | +31.2% | -32.0% | -15.0% |
| 5Y | -25.8% | +68.1% | -93.9% | -41.0% |
| All | +38.9% | +341.5% | -302.6% | -11.5% |
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