+688.0%
ONTO vs DD
+73.5%
+614.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | +1.1% |
| 7D | +9.4% | -3.8% | +13.1% | +12.7% |
| 30D | -4.4% | -9.2% | +4.8% | +3.2% |
| 3M | +1.6% | -9.0% | +10.6% | +9.5% |
| 6M | +45.3% | -5.0% | +50.2% | +51.7% |
| YTD | +76.4% | +7.4% | +69.0% | +67.3% |
| 1Y | +167.2% | +35.1% | +132.0% | +111.4% |
| 3Y | +116.6% | +43.2% | +73.3% | +60.0% |
| 5Y | +263.7% | +59.6% | +204.1% | +146.9% |
| All | +688.0% | +73.5% | +614.5% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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