-8.6%
ONON vs DGX
+96.4%
-105.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.1% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | -11.6% | -1.2% | -10.5% | -11.6% |
| 3M | -30.1% | +15.8% | -45.9% | -29.7% |
| 6M | -30.5% | +18.2% | -48.7% | -30.1% |
| YTD | -41.0% | +37.2% | -78.2% | -40.2% |
| 1Y | -36.7% | +30.4% | -67.0% | -36.0% |
| 3Y | -8.6% | +96.7% | -105.3% | -12.2% |
| All | -8.6% | +96.4% | -105.0% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling