+47.6%
ON vs DGX
+45.0%
+2.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -1.0% |
| 7D | -5.8% | +4.1% | -9.9% | -4.8% |
| 30D | -17.1% | +10.5% | -27.6% | -15.0% |
| 3M | -11.8% | +9.8% | -21.6% | -9.7% |
| 6M | -30.2% | +34.6% | -64.7% | -26.0% |
| YTD | +31.6% | +49.8% | -18.3% | +37.2% |
| 1Y | +47.6% | +46.0% | +1.5% | +54.3% |
| All | +47.6% | +45.0% | +2.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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