+259.5%
ON vs DT
+73.5%
+186.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.0% | +5.1% |
| 7D | +3.3% | -5.4% | +8.8% | +6.0% |
| 30D | -3.1% | -32.2% | +29.1% | +13.0% |
| 3M | -9.2% | -10.9% | +1.7% | -6.1% |
| 6M | -31.4% | +10.0% | -41.3% | -37.6% |
| YTD | +36.0% | +2.1% | +33.9% | +25.0% |
| 1Y | +52.0% | -5.5% | +57.5% | +44.8% |
| 3Y | +9.3% | -12.4% | +21.7% | +4.9% |
| 5Y | +26.5% | -39.7% | +66.2% | +36.3% |
| All | +259.5% | +73.5% | +186.0% | +101.9% |
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