-23.3%
ONON vs DG
-37.4%
+14.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.1% |
| 7D | -3.5% | -4.8% | +1.4% | -2.6% |
| 30D | -30.8% | +1.8% | -32.5% | -31.0% |
| 3M | -29.8% | +14.5% | -44.3% | -31.4% |
| 6M | -34.8% | -13.6% | -21.3% | -33.6% |
| YTD | -42.3% | -4.8% | -37.4% | -42.1% |
| 1Y | -39.5% | +21.6% | -61.1% | -41.8% |
| 3Y | -9.3% | +4.5% | -13.8% | -13.7% |
| All | -23.3% | -37.4% | +14.1% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling