+43.0%
DLR vs ONON
-23.0%
+66.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.9% |
| 7D | +3.4% | -1.7% | +5.1% | +3.6% |
| 30D | -2.2% | -27.4% | +25.2% | +1.7% |
| 3M | +4.7% | -26.5% | +31.2% | +8.4% |
| 6M | +9.0% | -34.2% | +43.2% | +14.2% |
| YTD | +24.1% | -41.3% | +65.5% | +31.8% |
| 1Y | +20.9% | -39.7% | +60.6% | +27.3% |
| 3Y | +60.0% | -7.8% | +67.9% | +55.5% |
| All | +43.0% | -23.0% | +66.0% | +31.6% |
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