-22.1%
ONON vs D
+9.2%
-31.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.7% |
| 7D | -1.7% | +0.8% | -2.4% | -1.8% |
| 30D | -27.4% | -0.7% | -26.6% | -27.3% |
| 3M | -26.5% | +2.1% | -28.6% | -26.8% |
| 6M | -34.2% | +6.8% | -41.1% | -35.0% |
| YTD | -41.3% | +16.5% | -57.9% | -42.8% |
| 1Y | -39.7% | +19.2% | -58.8% | -41.5% |
| 3Y | -7.8% | +61.9% | -69.7% | -19.0% |
| All | -22.1% | +9.2% | -31.3% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling