+546.8%
ON vs DG
+105.9%
+440.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +17.0% | -2.5% | +19.5% | +17.6% |
| 30D | -3.9% | +7.7% | -11.5% | -5.5% |
| 3M | -11.5% | +13.1% | -24.6% | -14.1% |
| 6M | -29.2% | +32.0% | -61.2% | -34.0% |
| YTD | +36.2% | +3.3% | +32.8% | +33.2% |
| 1Y | +49.6% | +31.7% | +18.0% | +37.3% |
| 3Y | +9.4% | +21.7% | -12.3% | -2.9% |
| 5Y | +25.8% | -34.7% | +60.6% | +38.6% |
| All | +546.8% | +105.9% | +440.8% | +376.8% |
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