-10.5%
ONON vs DRI
+54.2%
-64.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -0.9% |
| 7D | -3.5% | -4.8% | +1.4% | -1.6% |
| 30D | -30.8% | -3.9% | -26.9% | -29.8% |
| 3M | -29.8% | +5.1% | -34.9% | -31.2% |
| 6M | -34.8% | +5.5% | -40.3% | -36.3% |
| YTD | -42.3% | +16.5% | -58.7% | -45.8% |
| 1Y | -39.5% | +2.0% | -41.5% | -40.8% |
| All | -10.5% | +54.2% | -64.7% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling