-8.6%
ONON vs DTE
+43.4%
-52.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | -2.1% | -2.6% | +0.5% | -1.8% |
| 30D | -11.6% | -4.4% | -7.2% | -11.1% |
| 3M | -30.1% | -8.3% | -21.8% | -29.3% |
| 6M | -30.5% | -8.1% | -22.4% | -29.8% |
| YTD | -41.0% | +4.4% | -45.5% | -41.6% |
| 1Y | -36.7% | +0.2% | -36.9% | -36.9% |
| 3Y | -8.6% | +42.6% | -51.2% | -22.1% |
| All | -8.6% | +43.4% | -52.0% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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