+523.3%
ON vs DLR
+188.2%
+335.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.7% |
| 7D | +12.2% | +3.3% | +8.9% | +10.6% |
| 30D | -3.1% | +4.6% | -7.7% | -4.8% |
| 3M | -12.9% | -8.3% | -4.6% | -8.9% |
| 6M | -38.6% | -5.6% | -33.0% | -37.1% |
| YTD | +31.2% | +18.7% | +12.5% | +21.1% |
| 1Y | +47.6% | +17.1% | +30.5% | +37.1% |
| 3Y | +6.6% | +54.4% | -47.7% | -12.6% |
| 5Y | +21.3% | +36.5% | -15.2% | +0.8% |
| All | +523.3% | +188.2% | +335.1% | +314.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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