+39.1%
ONON vs D
+71.1%
-32.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +5.7% | +0.8% | +4.9% | +5.6% |
| 30D | +7.0% | +10.7% | -3.8% | +6.5% |
| 3M | -0.1% | +2.3% | -2.3% | -0.2% |
| 6M | +6.5% | +12.5% | -6.0% | +6.0% |
| YTD | -19.3% | +20.1% | -39.3% | -19.8% |
| 1Y | +7.2% | +15.6% | -8.3% | +6.7% |
| 3Y | +39.1% | +75.2% | -36.1% | +24.8% |
| All | +39.1% | +71.1% | -32.0% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling