+523.3%
ON vs DRI
+331.7%
+191.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +12.2% | +1.1% | +11.2% | +11.6% |
| 30D | -3.1% | +9.7% | -12.8% | -8.7% |
| 3M | -12.9% | +3.2% | -16.1% | -15.4% |
| 6M | -38.6% | +20.6% | -59.2% | -46.6% |
| YTD | +31.2% | +28.3% | +3.0% | +8.3% |
| 1Y | +47.6% | +34.5% | +13.1% | +18.0% |
| 3Y | +6.6% | +66.5% | -59.9% | -27.5% |
| 5Y | +21.3% | +79.6% | -58.4% | -21.2% |
| All | +523.3% | +331.7% | +191.6% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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