+167.7%
DT vs ONTO
+688.0%
-520.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -0.5% | +9.4% | -9.9% | -2.7% |
| 30D | +0.1% | -4.4% | +4.5% | +0.2% |
| 3M | +24.1% | +1.6% | +22.5% | +18.3% |
| 6M | +30.1% | +45.3% | -15.1% | +9.8% |
| YTD | +16.8% | +76.4% | -59.6% | -8.2% |
| 1Y | -0.1% | +167.2% | -167.3% | -32.0% |
| 3Y | +6.8% | +116.6% | -109.7% | -34.5% |
| 5Y | -28.4% | +263.7% | -292.1% | -66.5% |
| All | +167.7% | +688.0% | -520.3% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling