-21.7%
ONON vs DT
-27.7%
+6.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | -2.1% | -1.6% | -0.5% | -1.3% |
| 30D | -11.6% | +3.0% | -14.7% | -13.2% |
| 3M | -30.1% | +26.5% | -56.6% | -38.5% |
| 6M | -30.5% | +35.9% | -66.4% | -42.9% |
| YTD | -41.0% | +17.8% | -58.9% | -47.9% |
| 1Y | -36.7% | +4.1% | -40.8% | -40.2% |
| 3Y | -8.6% | +5.3% | -13.9% | -18.0% |
| All | -21.7% | -27.7% | +6.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling