-10.5%
ONON vs DT
+6.3%
-16.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -3.5% | -0.5% | -2.9% | -3.3% |
| 30D | -30.8% | +0.1% | -30.8% | -30.8% |
| 3M | -29.8% | +24.1% | -53.9% | -34.5% |
| 6M | -34.8% | +30.1% | -64.9% | -40.9% |
| YTD | -42.3% | +16.8% | -59.0% | -45.5% |
| 1Y | -39.5% | -0.1% | -39.4% | -39.2% |
| All | -10.5% | +6.3% | -16.8% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling