+30.7%
ONTO vs DG
+23.1%
+7.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -2.6% | -13.0% | -16.0% |
| 7D | -29.7% | +6.1% | -35.8% | -28.9% |
| 30D | -50.3% | +11.9% | -62.2% | -49.3% |
| 3M | -43.5% | +9.3% | -52.7% | -42.3% |
| 6M | -48.9% | +19.1% | -68.0% | -47.3% |
| YTD | -1.2% | +5.9% | -7.1% | +1.3% |
| 1Y | +14.9% | +39.8% | -24.9% | +20.5% |
| All | +30.7% | +23.1% | +7.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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