-3.4%
DT vs ONTO
+54.9%
-58.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.4% |
| 7D | +2.7% | +34.4% | -31.7% | +4.4% |
| 30D | -30.4% | -20.4% | -9.9% | -31.7% |
| 3M | -9.4% | -37.8% | +28.4% | -12.7% |
| 6M | +14.5% | -24.6% | +39.1% | +12.6% |
| YTD | +3.6% | +32.8% | -29.2% | +2.5% |
| 1Y | -3.4% | +54.7% | -58.2% | -6.0% |
| All | -3.4% | +54.9% | -58.4% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling