+238.0%
ONTO vs DTE
+33.5%
+204.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.2% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -2.9% | -2.6% | -0.3% | -2.9% |
| 3M | -2.5% | -3.9% | +1.4% | -2.8% |
| 6M | +28.2% | -7.9% | +36.1% | +28.0% |
| YTD | +69.8% | +7.2% | +62.6% | +68.8% |
| 1Y | +162.9% | +3.1% | +159.8% | +161.5% |
| 3Y | +95.9% | +47.6% | +48.4% | +87.7% |
| All | +238.0% | +33.5% | +204.6% | +225.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling