-39.2%
ONON vs DG
+23.4%
-62.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.8% |
| 7D | -3.0% | +8.4% | -11.4% | -5.6% |
| 30D | -26.7% | +4.9% | -31.6% | -28.0% |
| 3M | -25.3% | +29.3% | -54.6% | -30.6% |
| 6M | -35.3% | -11.3% | -24.0% | -35.4% |
| YTD | -39.8% | +1.8% | -41.5% | -41.5% |
| 1Y | -39.2% | +25.3% | -64.6% | -43.2% |
| All | -39.2% | +23.4% | -62.7% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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