+629.3%
ON vs DE
+863.9%
-234.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.7% |
| 7D | +2.4% | -2.6% | +4.9% | +4.3% |
| 30D | -8.6% | +9.0% | -17.6% | -14.9% |
| 3M | -34.3% | +19.1% | -53.5% | -42.6% |
| 6M | +28.5% | +14.4% | +14.1% | +15.5% |
| YTD | +40.6% | +45.9% | -5.3% | +3.8% |
| 1Y | +55.3% | +43.6% | +11.7% | +15.5% |
| 3Y | -22.2% | +75.9% | -98.1% | -51.4% |
| 5Y | +62.4% | +98.8% | -36.4% | -12.0% |
| All | +629.3% | +863.9% | -234.6% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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