+493.5%
ONTO vs DD
+109.8%
+383.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.0% |
| 7D | +34.4% | +6.7% | +27.7% | +28.1% |
| 30D | -20.4% | +19.4% | -39.9% | -30.4% |
| 3M | -37.8% | +7.6% | -45.5% | -41.0% |
| 6M | -24.6% | +2.9% | -27.4% | -25.6% |
| YTD | +32.8% | +29.9% | +3.0% | +9.2% |
| 1Y | +54.7% | +28.6% | +26.1% | +27.9% |
| 3Y | +54.7% | +90.0% | -35.3% | -7.6% |
| 5Y | +134.0% | +68.1% | +65.9% | +52.5% |
| All | +493.5% | +109.8% | +383.6% | +164.0% |
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