-21.7%
ONON vs DGX
+68.0%
-89.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | -11.6% | -1.2% | -10.5% | -11.3% |
| 3M | -30.1% | +15.8% | -45.9% | -33.2% |
| 6M | -30.5% | +18.2% | -48.7% | -34.1% |
| YTD | -41.0% | +37.2% | -78.2% | -46.9% |
| 1Y | -36.7% | +30.4% | -67.0% | -42.3% |
| 3Y | -8.6% | +96.7% | -105.3% | -35.3% |
| All | -21.7% | +68.0% | -89.7% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling