-39.2%
ONON vs DD
+41.5%
-80.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -3.0% | -3.5% | +0.5% | -1.7% |
| 30D | -26.7% | -10.3% | -16.4% | -23.7% |
| 3M | -25.3% | -7.5% | -17.8% | -23.3% |
| 6M | -35.3% | -8.0% | -27.2% | -34.1% |
| YTD | -39.8% | +10.5% | -50.2% | -42.9% |
| 1Y | -39.2% | +38.3% | -77.5% | -47.0% |
| All | -39.2% | +41.5% | -80.7% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling