+105.8%
DAL vs ONON
-24.2%
+130.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | +0.8% | -3.5% | +4.2% | +1.8% |
| 30D | -11.7% | -30.8% | +19.1% | -3.1% |
| 3M | -2.7% | -29.8% | +27.1% | +6.0% |
| 6M | +30.7% | -34.8% | +65.5% | +44.7% |
| YTD | +14.4% | -42.3% | +56.6% | +30.9% |
| 1Y | +31.2% | -39.5% | +70.7% | +47.2% |
| 3Y | +99.4% | -9.3% | +108.7% | +98.6% |
| All | +105.8% | -24.2% | +130.0% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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