-4.4%
ON vs DRI
+66.4%
-70.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -11.7% | +2.8% | -14.5% | -12.6% |
| 30D | -23.3% | +13.3% | -36.5% | -26.9% |
| 3M | -19.2% | +8.2% | -27.4% | -22.0% |
| 6M | -40.1% | +17.5% | -57.7% | -45.0% |
| YTD | +16.9% | +26.9% | -10.0% | +2.0% |
| 1Y | +29.7% | +31.6% | -1.8% | +10.8% |
| 3Y | -4.4% | +67.0% | -71.4% | -33.0% |
| All | -4.4% | +66.4% | -70.8% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling