+50.0%
ONTO vs DTE
+57.1%
-7.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.8% |
| 7D | +17.5% | +3.4% | +14.1% | +18.3% |
| 30D | -15.7% | +8.9% | -24.5% | -13.8% |
| 3M | -39.7% | +1.1% | -40.8% | -39.4% |
| 6M | -26.5% | +0.1% | -26.6% | -26.5% |
| YTD | +29.0% | +11.1% | +17.9% | +32.3% |
| 1Y | +57.0% | +4.9% | +52.0% | +59.0% |
| 3Y | +50.0% | +58.6% | -8.6% | +73.4% |
| All | +50.0% | +57.1% | -7.1% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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