+196.1%
ON vs DTE
+1,441.7%
-1,245.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +12.2% | +3.4% | +8.8% | +10.2% |
| 30D | -3.1% | +8.9% | -12.0% | -7.8% |
| 3M | -12.9% | +1.1% | -13.9% | -13.5% |
| 6M | -38.6% | +0.1% | -38.7% | -39.4% |
| YTD | +31.2% | +11.1% | +20.2% | +21.2% |
| 1Y | +47.6% | +4.9% | +42.7% | +41.0% |
| 3Y | +6.6% | +58.6% | -51.9% | -23.2% |
| 5Y | +21.3% | +47.3% | -26.0% | -10.4% |
| 10Y | +533.3% | +151.3% | +382.0% | +227.1% |
| All | +196.1% | +1,441.7% | -1,245.6% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling