-10.5%
ONON vs DD
+42.2%
-52.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.3% |
| 7D | -3.5% | -3.8% | +0.3% | -1.7% |
| 30D | -30.8% | -9.2% | -21.6% | -27.7% |
| 3M | -29.8% | -9.0% | -20.8% | -26.9% |
| 6M | -34.8% | -5.0% | -29.9% | -34.0% |
| YTD | -42.3% | +7.4% | -49.6% | -45.3% |
| 1Y | -39.5% | +35.1% | -74.7% | -49.5% |
| All | -10.5% | +42.2% | -52.7% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling