+591.8%
ON vs DRI
+348.4%
+243.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.9% |
| 7D | -1.9% | -4.8% | +2.9% | +1.1% |
| 30D | -11.0% | -3.9% | -7.1% | -9.1% |
| 3M | -39.3% | +5.1% | -44.4% | -41.9% |
| 6M | +19.8% | +5.5% | +14.3% | +13.5% |
| YTD | +31.1% | +16.5% | +14.6% | +15.8% |
| 1Y | +46.0% | +2.0% | +44.0% | +39.3% |
| 3Y | -27.5% | +54.5% | -82.0% | -48.0% |
| 5Y | +56.9% | +66.6% | -9.7% | +7.6% |
| 10Y | +591.8% | +353.6% | +238.2% | +187.2% |
| All | +591.8% | +348.4% | +243.4% | +187.2% |
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