+591.8%
ON vs DG
+102.6%
+489.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +0.4% |
| 7D | -1.9% | -4.8% | +2.9% | -0.9% |
| 30D | -11.0% | +1.8% | -12.8% | -11.4% |
| 3M | -39.3% | +14.5% | -53.8% | -41.4% |
| 6M | +19.8% | -13.6% | +33.4% | +22.6% |
| YTD | +31.1% | -4.8% | +35.9% | +30.9% |
| 1Y | +46.0% | +21.6% | +24.4% | +36.6% |
| 3Y | -27.5% | +4.5% | -32.0% | -32.8% |
| 5Y | +56.9% | -38.5% | +95.4% | +74.1% |
| 10Y | +591.8% | +102.2% | +489.6% | +428.5% |
| All | +591.8% | +102.6% | +489.2% | +428.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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