+658.6%
ONTO vs DD
+78.5%
+580.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +5.9% |
| 7D | -1.0% | -3.5% | +2.5% | +1.8% |
| 30D | -2.9% | -10.3% | +7.4% | +5.8% |
| 3M | -2.5% | -7.5% | +5.1% | +4.0% |
| 6M | +28.2% | -8.0% | +36.2% | +37.6% |
| YTD | +69.8% | +10.5% | +59.3% | +57.6% |
| 1Y | +162.9% | +38.3% | +124.6% | +104.4% |
| 3Y | +95.9% | +42.5% | +53.5% | +45.4% |
| 5Y | +244.5% | +60.2% | +184.3% | +133.0% |
| All | +658.6% | +78.5% | +580.1% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling