+449.2%
ONTO vs DLTR
+19.4%
+429.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.6% | +7.3% | +10.8% |
| 7D | +1.4% | -1.0% | +2.4% | +1.4% |
| 30D | -34.1% | +15.7% | -49.8% | -37.0% |
| 3M | -37.1% | +4.8% | -41.9% | -38.6% |
| 6M | -31.8% | +45.6% | -77.5% | -40.5% |
| YTD | +22.9% | +11.6% | +11.4% | +16.0% |
| 1Y | +39.5% | +29.8% | +9.7% | +25.2% |
| 3Y | +57.7% | +20.8% | +36.9% | +38.7% |
| 5Y | +115.8% | +23.5% | +92.4% | +77.4% |
| All | +449.2% | +19.4% | +429.8% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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