-22.1%
ONON vs DD
+67.5%
-89.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | -1.7% | -0.6% | -1.1% | -1.3% |
| 30D | -27.4% | -7.4% | -20.0% | -24.0% |
| 3M | -26.5% | -6.4% | -20.1% | -23.9% |
| 6M | -34.2% | -2.5% | -31.8% | -34.3% |
| YTD | -41.3% | +10.2% | -51.6% | -46.4% |
| 1Y | -39.7% | +36.9% | -76.6% | -52.9% |
| 3Y | -7.8% | +47.0% | -54.9% | -34.2% |
| All | -22.1% | +67.5% | -89.6% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling