-21.7%
ONON vs DBX
+16.6%
-38.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.3% |
| 7D | -2.1% | +2.1% | -4.2% | -3.2% |
| 30D | -11.6% | +5.7% | -17.3% | -14.7% |
| 3M | -30.1% | +31.8% | -61.9% | -40.9% |
| 6M | -30.5% | +37.5% | -68.0% | -44.2% |
| YTD | -41.0% | +27.9% | -68.9% | -50.5% |
| 1Y | -36.7% | +15.0% | -51.7% | -43.9% |
| 3Y | -8.6% | +27.2% | -35.8% | -31.3% |
| All | -21.7% | +16.6% | -38.3% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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