+56.0%
ECL vs ONTO
+695.7%
-639.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.2% |
| 7D | -0.8% | +9.7% | -10.4% | -2.2% |
| 30D | -2.5% | -8.8% | +6.3% | -1.6% |
| 3M | +8.3% | +4.5% | +3.8% | +4.7% |
| 6M | -1.1% | +56.4% | -57.5% | -12.2% |
| YTD | +6.5% | +78.1% | -71.6% | -8.2% |
| 1Y | +2.1% | +171.3% | -169.2% | -19.8% |
| 3Y | +57.6% | +118.7% | -61.1% | +14.9% |
| 5Y | +28.1% | +269.4% | -241.3% | -25.7% |
| All | +56.0% | +695.7% | -639.7% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 10y: compounded portfolio wealth divided by compounded ONTO 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…
10y analysis · Full analysis span regression · 6 months rolling