+49.6%
ON vs DG
+31.9%
+17.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | -0.1% |
| 7D | +17.0% | -2.5% | +19.5% | +16.6% |
| 30D | -3.9% | +7.7% | -11.5% | -2.5% |
| 3M | -11.5% | +13.1% | -24.6% | -9.5% |
| 6M | -29.2% | +32.0% | -61.2% | -26.9% |
| YTD | +36.2% | +3.3% | +32.8% | +40.5% |
| 1Y | +49.6% | +31.7% | +18.0% | +64.1% |
| All | +49.6% | +31.9% | +17.8% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling