+46.0%
ON vs DLR
+20.8%
+25.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -40.2% |
| 6M | +19.8% | +6.7% | +13.2% | +16.1% |
| YTD | +31.1% | +23.9% | +7.2% | +19.0% |
| 1Y | +46.0% | +18.6% | +27.4% | +36.5% |
| All | +46.0% | +20.8% | +25.2% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling