+508.7%
ONTO vs DD
+111.1%
+397.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.8% | +9.7% | +9.5% |
| 7D | +16.4% | +3.2% | +13.1% | +14.3% |
| 30D | -21.4% | +20.3% | -41.7% | -31.6% |
| 3M | -32.7% | +8.2% | -40.9% | -36.4% |
| 6M | -25.2% | +3.4% | -28.6% | -26.6% |
| YTD | +36.2% | +30.6% | +5.6% | +11.5% |
| 1Y | +61.2% | +30.6% | +30.5% | +31.6% |
| 3Y | +58.7% | +91.1% | -32.5% | -5.7% |
| 5Y | +143.6% | +68.6% | +75.0% | +58.4% |
| All | +508.7% | +111.1% | +397.6% | +169.5% |
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