-23.3%
ONON vs DKS
+13.5%
-36.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -3.5% | -2.9% | -0.6% | -2.1% |
| 30D | -30.8% | -37.7% | +6.9% | -15.2% |
| 3M | -29.8% | -38.9% | +9.1% | -13.4% |
| 6M | -34.8% | -31.1% | -3.7% | -24.9% |
| YTD | -42.3% | -31.8% | -10.4% | -33.3% |
| 1Y | -39.5% | -38.0% | -1.5% | -27.2% |
| 3Y | -9.3% | +28.6% | -37.9% | -30.9% |
| All | -23.3% | +13.5% | -36.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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