+390.5%
ONTO vs DD
+98.7%
+291.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.1% | +10.0% | +10.2% |
| 7D | -14.0% | +4.6% | -18.7% | -16.6% |
| 30D | -43.1% | +11.8% | -54.9% | -47.7% |
| 3M | -35.5% | +2.2% | -37.7% | -36.3% |
| 6M | -41.1% | -1.6% | -39.4% | -39.9% |
| YTD | +9.8% | +23.0% | -13.2% | -6.0% |
| 1Y | +31.5% | +26.9% | +4.6% | +9.7% |
| 3Y | +45.2% | +77.9% | -32.7% | -8.8% |
| 5Y | +86.7% | +59.9% | +26.8% | +26.4% |
| All | +390.5% | +98.7% | +291.7% | +127.2% |
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