-20.0%
ONON vs DRI
+73.4%
-93.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -3.0% | +0.6% | -3.6% | -3.4% |
| 30D | -26.7% | +3.8% | -30.6% | -28.8% |
| 3M | -25.3% | +13.0% | -38.3% | -31.3% |
| 6M | -35.3% | +8.3% | -43.6% | -39.0% |
| YTD | -39.8% | +20.6% | -60.4% | -47.7% |
| 1Y | -39.2% | +6.5% | -45.7% | -43.0% |
| 3Y | -4.2% | +53.7% | -58.0% | -35.6% |
| All | -20.0% | +73.4% | -93.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling