+195.8%
ON vs DGX
+2,161.4%
-1,965.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | -2.2% | +0.3% | -1.0% |
| 30D | -11.0% | -0.9% | -10.1% | -10.8% |
| 3M | -39.3% | +15.6% | -54.9% | -43.4% |
| 6M | +19.8% | +17.8% | +2.0% | +10.3% |
| YTD | +31.1% | +37.5% | -6.4% | +12.9% |
| 1Y | +46.0% | +31.2% | +14.8% | +27.7% |
| 3Y | -27.5% | +96.6% | -124.1% | -47.6% |
| 5Y | +56.9% | +64.9% | -8.0% | +21.2% |
| 10Y | +591.8% | +254.6% | +337.2% | +285.6% |
| All | +195.8% | +2,161.4% | -1,965.6% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling