+131.9%
DXCM vs ONTO
+658.6%
-526.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -3.3% |
| 7D | -3.2% | -1.0% | -2.2% | -3.1% |
| 30D | +6.3% | -2.9% | +9.2% | +6.0% |
| 3M | +21.1% | -2.5% | +23.5% | +16.8% |
| 6M | +20.6% | +28.2% | -7.6% | +6.9% |
| YTD | +32.4% | +69.8% | -37.3% | +8.3% |
| 1Y | +8.8% | +162.9% | -154.0% | -22.1% |
| 3Y | -13.7% | +95.9% | -109.7% | -40.6% |
| 5Y | -35.2% | +244.5% | -279.7% | -65.1% |
| All | +131.9% | +658.6% | -526.7% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling