+629.3%
ON vs DGX
+255.3%
+374.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.7% |
| 7D | +2.4% | -0.9% | +3.3% | +2.9% |
| 30D | -8.6% | -1.2% | -7.5% | -8.1% |
| 3M | -34.3% | +15.8% | -50.1% | -39.6% |
| 6M | +28.5% | +18.2% | +10.4% | +16.2% |
| YTD | +40.6% | +37.2% | +3.4% | +17.1% |
| 1Y | +55.3% | +30.4% | +25.0% | +32.2% |
| 3Y | -22.2% | +96.7% | -118.9% | -49.2% |
| 5Y | +62.4% | +67.2% | -4.8% | +14.6% |
| All | +629.3% | +255.3% | +374.0% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling