-8.6%
ONON vs DG
+4.6%
-13.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.0% |
| 7D | -2.1% | -6.5% | +4.4% | -1.5% |
| 30D | -11.6% | +4.2% | -15.8% | -11.9% |
| 3M | -30.1% | +9.5% | -39.6% | -30.5% |
| 6M | -30.5% | -13.1% | -17.4% | -30.6% |
| YTD | -41.0% | -4.8% | -36.2% | -41.2% |
| 1Y | -36.7% | +20.6% | -57.3% | -37.0% |
| 3Y | -8.6% | +4.9% | -13.5% | -10.9% |
| All | -8.6% | +4.6% | -13.2% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling