-23.3%
ONON vs D
+7.3%
-30.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -3.5% | -0.4% | -3.0% | -3.4% |
| 30D | -30.8% | -2.1% | -28.7% | -30.6% |
| 3M | -29.8% | -0.7% | -29.1% | -29.8% |
| 6M | -34.8% | +5.6% | -40.4% | -35.5% |
| YTD | -42.3% | +14.6% | -56.8% | -43.6% |
| 1Y | -39.5% | +15.3% | -54.9% | -41.1% |
| 3Y | -9.3% | +59.1% | -68.4% | -20.1% |
| All | -23.3% | +7.3% | -30.6% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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