-99.9%
DFNS vs ONON
-23.0%
-76.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.7% |
| 7D | +0.8% | -1.7% | +2.5% | +0.9% |
| 30D | -73.2% | -27.4% | -45.9% | -72.8% |
| 3M | -72.4% | -26.5% | -45.9% | -72.1% |
| 6M | -95.2% | -34.2% | -61.0% | -95.2% |
| YTD | -98.0% | -41.3% | -56.7% | -98.0% |
| 1Y | -98.3% | -39.7% | -58.6% | -98.2% |
| 3Y | -99.9% | -7.8% | -92.0% | -99.9% |
| All | -99.9% | -23.0% | -76.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling