+57.7%
ONTO vs DD
+90.7%
-33.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.9% | +6.1% | +7.2% |
| 7D | +1.4% | +9.8% | -8.4% | -5.1% |
| 30D | -34.1% | +19.3% | -53.5% | -42.3% |
| 3M | -37.1% | +9.4% | -46.4% | -40.9% |
| 6M | -31.8% | +4.8% | -36.6% | -33.8% |
| YTD | +22.9% | +30.2% | -7.3% | +1.1% |
| 1Y | +39.5% | +32.2% | +7.3% | +13.3% |
| 3Y | +57.7% | +93.1% | -35.4% | -5.6% |
| All | +57.7% | +90.7% | -33.0% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling