+341.5%
ONTO vs DRI
+148.1%
+193.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -0.8% | -14.8% | -15.2% |
| 7D | -29.7% | +3.7% | -33.4% | -31.0% |
| 30D | -50.3% | +13.5% | -63.8% | -53.3% |
| 3M | -43.5% | +10.4% | -53.9% | -46.6% |
| 6M | -48.9% | +19.5% | -68.3% | -54.0% |
| YTD | -1.2% | +28.2% | -29.4% | -14.2% |
| 1Y | +14.9% | +31.0% | -16.1% | -1.5% |
| 3Y | +31.2% | +67.1% | -35.9% | -2.2% |
| 5Y | +68.1% | +74.7% | -6.6% | +21.6% |
| All | +341.5% | +148.1% | +193.4% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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