+9.6%
DT vs ONTO
+108.0%
-98.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -2.0% |
| 7D | -3.3% | -1.0% | -2.3% | -3.2% |
| 30D | +2.0% | -2.9% | +4.9% | +1.8% |
| 3M | +20.0% | -2.5% | +22.5% | +18.3% |
| 6M | +39.3% | +28.2% | +11.1% | +32.1% |
| YTD | +19.8% | +69.8% | -50.0% | +9.0% |
| 1Y | +4.3% | +162.9% | -158.6% | -11.4% |
| All | +9.6% | +108.0% | -98.5% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling