+66.9%
DIA vs ONON
-20.9%
+87.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.2% | -3.0% | +2.8% | +0.2% |
| 30D | -1.5% | -26.7% | +25.2% | +1.8% |
| 3M | +3.8% | -25.3% | +29.1% | +6.9% |
| 6M | +10.3% | -35.3% | +45.5% | +15.1% |
| YTD | +12.1% | -39.8% | +51.9% | +17.9% |
| 1Y | +18.6% | -39.2% | +57.9% | +24.2% |
| 3Y | +60.6% | -4.2% | +64.9% | +56.0% |
| All | +66.9% | -20.9% | +87.9% | +54.6% |
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 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