-23.3%
ONON vs DD
+62.4%
-85.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -5.3% | -2.9% | -2.4% | -3.6% |
| 30D | -13.1% | -11.5% | -1.6% | -6.2% |
| 3M | -29.3% | -5.4% | -23.9% | -27.3% |
| 6M | -34.5% | -6.9% | -27.6% | -32.6% |
| YTD | -42.2% | +6.9% | -49.1% | -46.1% |
| 1Y | -37.3% | +35.6% | -73.0% | -50.8% |
| 3Y | -9.3% | +42.5% | -51.8% | -34.0% |
| All | -23.3% | +62.4% | -85.7% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling