-21.7%
ONON vs DRI
+67.8%
-89.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +1.3% |
| 7D | -2.1% | -3.2% | +1.2% | 0.0% |
| 30D | -11.6% | -7.8% | -3.8% | -7.0% |
| 3M | -30.1% | +0.4% | -30.4% | -30.5% |
| 6M | -30.5% | +4.8% | -35.3% | -33.1% |
| YTD | -41.0% | +16.7% | -57.8% | -47.7% |
| 1Y | -36.7% | +1.5% | -38.2% | -38.7% |
| 3Y | -8.6% | +56.3% | -64.9% | -40.0% |
| All | -21.7% | +67.8% | -89.5% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling