+591.8%
ON vs DLR
+168.0%
+423.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.9% | +2.9% | -4.8% | -3.2% |
| 30D | -11.0% | -1.2% | -9.9% | -10.5% |
| 3M | -39.3% | +2.9% | -42.3% | -40.5% |
| 6M | +19.8% | +6.7% | +13.2% | +15.8% |
| YTD | +31.1% | +23.9% | +7.2% | +18.3% |
| 1Y | +46.0% | +18.6% | +27.4% | +34.0% |
| 3Y | -27.5% | +59.7% | -87.2% | -41.6% |
| 5Y | +56.9% | +42.1% | +14.8% | +27.7% |
| 10Y | +591.8% | +176.7% | +415.1% | +367.0% |
| All | +591.8% | +168.0% | +423.8% | +367.0% |
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