+246.6%
ON vs DT
+98.4%
+148.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.4% |
| 7D | -1.9% | -0.5% | -1.3% | -1.7% |
| 30D | -11.0% | +0.1% | -11.1% | -11.3% |
| 3M | -39.3% | +24.1% | -63.4% | -46.2% |
| 6M | +19.8% | +30.1% | -10.3% | +1.0% |
| YTD | +31.1% | +16.8% | +14.3% | +15.2% |
| 1Y | +46.0% | -0.1% | +46.1% | +37.9% |
| 3Y | -27.5% | +6.8% | -34.4% | -35.6% |
| 5Y | +56.9% | -28.4% | +85.3% | +57.7% |
| All | +246.6% | +98.4% | +148.2% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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