-39.9%
DT vs ONTO
+122.9%
-162.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.4% |
| 7D | -7.5% | -2.4% | -5.1% | -7.5% |
| 30D | -31.5% | -32.9% | +1.4% | -27.4% |
| 3M | -14.0% | -32.2% | +18.2% | -10.0% |
| 6M | +6.9% | -30.6% | +37.5% | +8.0% |
| YTD | +0.3% | +25.1% | -24.8% | -14.2% |
| 1Y | -6.9% | +40.0% | -46.9% | -23.0% |
| 3Y | -13.9% | +45.7% | -59.6% | -41.3% |
| 5Y | -39.9% | +128.8% | -168.7% | -71.7% |
| All | -39.9% | +122.9% | -162.8% | -71.7% |
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 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