-23.3%
ONON vs DLTR
+34.2%
-57.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.2% |
| 7D | -3.5% | -10.2% | +6.8% | -0.3% |
| 30D | -30.8% | -8.5% | -22.3% | -29.0% |
| 3M | -29.8% | +5.6% | -35.4% | -31.0% |
| 6M | -34.8% | +2.2% | -37.0% | -35.7% |
| YTD | -42.3% | -3.8% | -38.5% | -42.3% |
| 1Y | -39.5% | +22.9% | -62.5% | -43.9% |
| 3Y | -9.3% | +2.0% | -11.3% | -15.8% |
| All | -23.3% | +34.2% | -57.5% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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