+629.3%
ON vs DTE
+137.8%
+491.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.3% | +9.8% | +9.2% |
| 7D | +2.4% | -2.6% | +4.9% | +3.8% |
| 30D | -8.6% | -4.4% | -4.2% | -6.4% |
| 3M | -34.3% | -8.3% | -26.0% | -31.6% |
| 6M | +28.5% | -8.1% | +36.6% | +32.8% |
| YTD | +40.6% | +4.4% | +36.2% | +34.2% |
| 1Y | +55.3% | +0.2% | +55.2% | +51.7% |
| 3Y | -22.2% | +42.6% | -64.8% | -41.4% |
| 5Y | +62.4% | +31.5% | +30.9% | +25.8% |
| All | +629.3% | +137.8% | +491.5% | +288.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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