+55.3%
ON vs DGX
+32.7%
+22.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +8.8% |
| 7D | +2.4% | -0.9% | +3.3% | +2.1% |
| 30D | -8.6% | -1.2% | -7.5% | -8.9% |
| 3M | -34.3% | +15.8% | -50.1% | -31.8% |
| 6M | +28.5% | +18.2% | +10.4% | +33.4% |
| YTD | +40.6% | +37.2% | +3.4% | +45.0% |
| 1Y | +55.3% | +30.4% | +25.0% | +60.9% |
| All | +55.3% | +32.7% | +22.7% | +60.9% |
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