-22.1%
ONON vs DT
-28.8%
+6.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.0% |
| 7D | -1.7% | -4.9% | +3.2% | +0.7% |
| 30D | -27.4% | +2.7% | -30.1% | -28.4% |
| 3M | -26.5% | +20.0% | -46.5% | -33.6% |
| 6M | -34.2% | +28.0% | -62.3% | -44.2% |
| YTD | -41.3% | +16.0% | -57.4% | -47.8% |
| 1Y | -39.7% | +0.7% | -40.4% | -42.1% |
| 3Y | -7.8% | +6.2% | -14.0% | -17.9% |
| All | -22.1% | -28.8% | +6.8% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling