-23.3%
ONON vs DTE
+35.0%
-58.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -5.3% | -2.0% | -3.3% | -4.9% |
| 30D | -13.1% | -2.4% | -10.7% | -12.7% |
| 3M | -29.3% | -7.3% | -22.0% | -28.3% |
| 6M | -34.5% | -7.6% | -26.9% | -33.6% |
| YTD | -42.2% | +5.8% | -48.0% | -43.2% |
| 1Y | -37.3% | +2.3% | -39.7% | -38.0% |
| 3Y | -9.3% | +45.0% | -54.3% | -21.1% |
| All | -23.3% | +35.0% | -58.3% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling