+209.9%
ON vs DE
+5,513.7%
-5,303.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +2.4% | +10.0% | -7.6% | -3.8% |
| 30D | -3.3% | +13.3% | -16.6% | -11.4% |
| 3M | -43.6% | +17.5% | -61.1% | -49.4% |
| 6M | +19.0% | +13.6% | +5.4% | +8.8% |
| YTD | +37.4% | +49.8% | -12.4% | +3.7% |
| 1Y | +54.8% | +47.9% | +6.9% | +17.4% |
| 3Y | -25.2% | +72.5% | -97.7% | -49.3% |
| 5Y | +62.7% | +90.2% | -27.5% | +0.5% |
| 10Y | +574.3% | +865.4% | -291.0% | +50.2% |
| All | +209.9% | +5,513.7% | -5,303.8% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling