+134.1%
DT vs ONTO
+508.7%
-374.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.9% | -7.2% | -0.2% |
| 7D | -5.4% | +16.4% | -21.8% | -8.9% |
| 30D | -32.2% | -21.4% | -10.8% | -29.3% |
| 3M | -10.9% | -32.7% | +21.8% | -5.0% |
| 6M | +10.0% | -25.2% | +35.2% | +9.8% |
| YTD | +2.1% | +36.2% | -34.2% | -16.5% |
| 1Y | -5.5% | +61.2% | -66.7% | -26.9% |
| 3Y | -12.4% | +58.7% | -71.1% | -42.6% |
| 5Y | -39.7% | +143.6% | -183.3% | -69.0% |
| All | +134.1% | +508.7% | -374.6% | -22.5% |
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 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