+59.8%
ON vs DGX
+66.8%
-7.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +8.0% |
| 7D | +2.4% | -0.9% | +3.3% | +2.6% |
| 30D | -8.6% | -1.2% | -7.5% | -8.3% |
| 3M | -34.3% | +15.8% | -50.1% | -37.4% |
| 6M | +28.5% | +18.2% | +10.4% | +21.1% |
| YTD | +40.6% | +37.2% | +3.4% | +25.1% |
| 1Y | +55.3% | +30.4% | +25.0% | +40.4% |
| 3Y | -22.2% | +96.7% | -118.9% | -42.5% |
| All | +59.8% | +66.8% | -7.0% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling