+45.7%
DUK vs ONON
-8.6%
+54.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | +0.1% |
| 7D | -0.7% | -2.1% | +1.4% | -0.7% |
| 30D | -2.4% | -11.6% | +9.2% | -2.9% |
| 3M | -3.0% | -30.1% | +27.1% | -4.2% |
| 6M | -6.6% | -30.5% | +24.0% | -7.6% |
| YTD | +4.6% | -41.0% | +45.6% | +2.8% |
| 1Y | +1.2% | -36.7% | +37.9% | -0.2% |
| 3Y | +45.7% | -8.6% | +54.3% | +43.6% |
| All | +45.7% | -8.6% | +54.3% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling