+64.3%
DIA vs ONON
-22.6%
+86.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -1.6% | -2.1% | +0.5% | -1.3% |
| 30D | -2.0% | -11.6% | +9.6% | -0.6% |
| 3M | +3.6% | -30.1% | +33.7% | +7.6% |
| 6M | +11.5% | -30.5% | +42.0% | +15.4% |
| YTD | +10.4% | -41.0% | +51.4% | +16.4% |
| 1Y | +15.6% | -36.7% | +52.3% | +20.4% |
| 3Y | +58.9% | -8.6% | +67.5% | +55.2% |
| All | +64.3% | -22.6% | +86.9% | +52.6% |
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