+113.9%
DXCM vs ONTO
+449.2%
-335.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.0% | -9.9% | -0.3% |
| 7D | -4.4% | +1.4% | -5.7% | -5.4% |
| 30D | -3.6% | -34.1% | +30.5% | +3.7% |
| 3M | -4.3% | -37.1% | +32.7% | +2.7% |
| 6M | +33.8% | -31.8% | +65.6% | +35.8% |
| YTD | +22.1% | +22.9% | -0.8% | +4.7% |
| 1Y | +47.4% | +39.5% | +7.9% | +21.7% |
| 3Y | -12.3% | +57.7% | -69.9% | -38.4% |
| 5Y | -49.1% | +115.8% | -164.9% | -69.9% |
| All | +113.9% | +449.2% | -335.4% | -11.9% |
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