-36.7%
ONON vs DRI
+2.4%
-39.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +1.7% |
| 7D | -2.1% | -3.2% | +1.2% | -0.8% |
| 30D | -11.6% | -7.8% | -3.8% | -8.9% |
| 3M | -30.1% | +0.4% | -30.4% | -30.4% |
| 6M | -30.5% | +4.8% | -35.3% | -32.0% |
| YTD | -41.0% | +16.7% | -57.8% | -44.2% |
| 1Y | -36.7% | +1.5% | -38.2% | -44.1% |
| All | -36.7% | +2.4% | -39.1% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling