-23.3%
ONON vs DRI
+66.0%
-89.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | -5.3% | -4.8% | -0.5% | -2.2% |
| 30D | -13.1% | -5.2% | -7.9% | -10.3% |
| 3M | -29.3% | +2.7% | -32.1% | -30.8% |
| 6M | -34.5% | +3.6% | -38.2% | -36.6% |
| YTD | -42.2% | +15.4% | -57.7% | -48.4% |
| 1Y | -37.3% | +1.3% | -38.6% | -39.3% |
| 3Y | -9.3% | +53.1% | -62.4% | -39.4% |
| All | -23.3% | +66.0% | -89.2% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling