-7.7%
ONON vs DRI
+78.6%
-86.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -10.0% | +1.1% | -11.0% | -10.6% |
| 30D | -5.3% | +9.7% | -15.0% | -10.7% |
| 3M | +6.5% | +3.2% | +3.3% | +4.0% |
| 6M | -5.0% | +20.6% | -25.5% | -16.3% |
| YTD | -27.6% | +28.3% | -55.9% | -39.8% |
| 1Y | -20.7% | +34.5% | -55.2% | -36.4% |
| 3Y | +26.6% | +66.5% | -39.9% | -20.1% |
| All | -7.7% | +78.6% | -86.3% | -50.3% |
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