-39.2%
ONON vs DGX
+33.7%
-72.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.4% |
| 7D | -3.0% | -2.3% | -0.7% | -3.2% |
| 30D | -26.7% | +0.6% | -27.3% | -26.6% |
| 3M | -25.3% | +21.4% | -46.7% | -24.0% |
| 6M | -35.3% | +14.7% | -50.0% | -34.8% |
| YTD | -39.8% | +38.4% | -78.2% | -36.0% |
| 1Y | -39.2% | +34.0% | -73.2% | -37.8% |
| All | -39.2% | +33.7% | -72.9% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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