+75.9%
DE vs ONON
-8.6%
+84.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -2.6% | -2.1% | -0.5% | -2.3% |
| 30D | +9.0% | -11.6% | +20.6% | +10.6% |
| 3M | +19.1% | -30.1% | +49.2% | +23.9% |
| 6M | +14.4% | -30.5% | +44.9% | +18.4% |
| YTD | +45.9% | -41.0% | +87.0% | +54.9% |
| 1Y | +43.6% | -36.7% | +80.3% | +50.1% |
| 3Y | +75.9% | -8.6% | +84.5% | +66.4% |
| All | +75.9% | -8.6% | +84.5% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling