-15.3%
DXCM vs ONTO
+51.5%
-66.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +2.7% |
| 7D | +4.9% | +17.5% | -12.6% | +3.2% |
| 30D | -0.2% | -15.7% | +15.5% | +1.1% |
| 3M | -8.9% | -39.7% | +30.8% | -4.7% |
| 6M | +42.3% | -26.5% | +68.8% | +41.5% |
| YTD | +25.6% | +29.0% | -3.4% | +12.2% |
| 1Y | +39.5% | +57.0% | -17.4% | +20.4% |
| 3Y | -15.3% | +50.0% | -65.3% | -34.4% |
| All | -15.3% | +51.5% | -66.8% | -34.4% |
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