-21.7%
ONON vs DHI
+66.0%
-87.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.2% |
| 7D | -2.1% | -3.4% | +1.3% | -0.3% |
| 30D | -11.6% | -5.4% | -6.2% | -9.0% |
| 3M | -30.1% | -10.4% | -19.7% | -26.4% |
| 6M | -30.5% | -2.8% | -27.7% | -30.3% |
| YTD | -41.0% | -3.4% | -37.6% | -41.2% |
| 1Y | -36.7% | -22.9% | -13.8% | -28.9% |
| 3Y | -8.6% | +20.7% | -29.3% | -31.6% |
| All | -21.7% | +66.0% | -87.7% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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