+62.2%
DIA vs ON
-23.7%
+85.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -0.2% | +2.4% | -2.6% | -0.4% |
| 30D | -1.5% | -3.3% | +1.8% | -1.2% |
| 3M | +3.8% | -43.6% | +47.3% | +9.5% |
| 6M | +10.3% | +19.0% | -8.7% | +5.2% |
| YTD | +12.1% | +37.4% | -25.3% | +4.8% |
| 1Y | +18.6% | +54.8% | -36.1% | +8.8% |
| All | +62.2% | -23.7% | +85.8% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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