-21.7%
ONON vs DD
+62.0%
-83.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.2% |
| 7D | -2.1% | -3.5% | +1.4% | +0.1% |
| 30D | -11.6% | -11.7% | 0.0% | -4.4% |
| 3M | -30.1% | -9.2% | -20.9% | -26.1% |
| 6M | -30.5% | -7.2% | -23.3% | -28.3% |
| YTD | -41.0% | +6.6% | -47.6% | -44.9% |
| 1Y | -36.7% | +32.0% | -68.7% | -49.4% |
| 3Y | -8.6% | +42.1% | -50.7% | -33.4% |
| All | -21.7% | +62.0% | -83.7% | -44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling