-100.0%
DFNS vs ONON
-10.9%
-89.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.6% |
| 7D | -6.0% | -10.0% | +4.0% | -5.5% |
| 30D | -71.2% | -5.3% | -65.9% | -71.1% |
| 3M | -94.5% | +6.5% | -101.0% | -94.6% |
| 6M | -96.5% | -5.0% | -91.6% | -96.5% |
| YTD | -99.6% | -27.6% | -72.0% | -99.6% |
| 1Y | -99.7% | -20.7% | -79.0% | -99.7% |
| 3Y | -100.0% | +26.6% | -126.6% | -100.0% |
| All | -100.0% | -10.9% | -89.1% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling