+188.0%
ON vs DRI
+3,843.4%
-3,655.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.5% | +7.7% | +8.4% |
| 7D | -1.4% | +3.1% | -4.5% | -2.9% |
| 30D | -10.9% | +16.2% | -27.1% | -17.3% |
| 3M | -14.9% | +8.4% | -23.2% | -18.8% |
| 6M | -33.0% | +19.0% | -52.0% | -39.7% |
| YTD | +27.6% | +28.8% | -1.2% | +10.0% |
| 1Y | +44.5% | +33.1% | +11.4% | +22.4% |
| 3Y | +7.4% | +70.8% | -63.4% | -20.5% |
| 5Y | +18.7% | +74.2% | -55.5% | -12.0% |
| 10Y | +516.0% | +345.5% | +170.4% | +178.8% |
| All | +188.0% | +3,843.4% | -3,655.4% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling