+17.9%
ECL vs ONTO
+54.9%
-37.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.1% |
| 7D | -0.5% | +34.4% | -34.9% | -0.6% |
| 30D | +6.6% | -20.4% | +27.0% | +6.7% |
| 3M | +9.6% | -37.8% | +47.5% | +10.1% |
| 6M | +21.6% | -24.6% | +46.2% | +19.6% |
| YTD | +16.9% | +32.8% | -15.9% | +9.3% |
| 1Y | +17.9% | +54.7% | -36.8% | +9.1% |
| All | +17.9% | +54.9% | -37.1% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling