+688.0%
ONTO vs DGX
+166.4%
+521.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +9.4% | -2.2% | +11.6% | +10.2% |
| 30D | -4.4% | -0.9% | -3.5% | -4.2% |
| 3M | +1.6% | +15.6% | -14.0% | -4.6% |
| 6M | +45.3% | +17.8% | +27.5% | +34.7% |
| YTD | +76.4% | +37.5% | +38.9% | +53.0% |
| 1Y | +167.2% | +31.2% | +136.0% | +134.6% |
| 3Y | +116.6% | +96.6% | +20.0% | +49.2% |
| 5Y | +263.7% | +64.9% | +198.8% | +171.3% |
| All | +688.0% | +166.4% | +521.6% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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