-23.3%
ONON vs DG
-38.2%
+14.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -5.3% | -6.3% | +1.0% | -4.2% |
| 30D | -13.1% | +2.4% | -15.6% | -13.6% |
| 3M | -29.3% | +12.4% | -41.8% | -30.7% |
| 6M | -34.5% | -14.9% | -19.6% | -33.1% |
| YTD | -42.2% | -6.1% | -36.2% | -41.9% |
| 1Y | -37.3% | +17.9% | -55.2% | -39.3% |
| 3Y | -9.3% | +3.1% | -12.4% | -13.4% |
| All | -23.3% | -38.2% | +14.9% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling