-28.1%
DT vs ONTO
+258.3%
-286.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.9% | -8.0% | -4.0% |
| 7D | -4.9% | +9.7% | -14.5% | -6.5% |
| 30D | +2.7% | -8.8% | +11.5% | +3.7% |
| 3M | +20.0% | +4.5% | +15.5% | +14.7% |
| 6M | +28.0% | +56.4% | -28.4% | +9.0% |
| YTD | +16.0% | +78.1% | -62.0% | -5.6% |
| 1Y | +0.7% | +171.3% | -170.5% | -28.0% |
| 3Y | +6.2% | +118.7% | -112.5% | -33.4% |
| 5Y | -28.1% | +269.4% | -297.5% | -68.5% |
| All | -28.1% | +258.3% | -286.4% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling