+58.5%
ON vs DG
-37.3%
+95.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -4.1% |
| 7D | -2.2% | -2.5% | +0.3% | -1.9% |
| 30D | -12.4% | +1.0% | -13.4% | -12.5% |
| 3M | -41.2% | +20.3% | -61.5% | -42.5% |
| 6M | +25.0% | -11.7% | +36.7% | +26.5% |
| YTD | +31.3% | -2.3% | +33.6% | +31.1% |
| 1Y | +45.4% | +20.0% | +25.4% | +41.1% |
| 3Y | -27.4% | +7.2% | -34.6% | -29.4% |
| 5Y | +58.5% | -37.9% | +96.4% | +74.9% |
| All | +58.5% | -37.3% | +95.7% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling