-23.3%
ONON vs DT
-27.2%
+4.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | -5.3% | -2.5% | -2.8% | -4.1% |
| 30D | -13.1% | +3.5% | -16.7% | -14.9% |
| 3M | -29.3% | +26.7% | -56.1% | -37.9% |
| 6M | -34.5% | +36.1% | -70.7% | -46.2% |
| YTD | -42.2% | +18.6% | -60.9% | -49.2% |
| 1Y | -37.3% | +7.9% | -45.2% | -42.1% |
| 3Y | -9.3% | +8.6% | -17.8% | -20.1% |
| All | -23.3% | -27.2% | +4.0% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling