+69.1%
ECL vs ONTO
+390.5%
-321.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.1% | -12.8% | -3.3% |
| 7D | -0.8% | -14.0% | +13.3% | +1.0% |
| 30D | +8.1% | -43.1% | +51.2% | +16.7% |
| 3M | +6.4% | -35.5% | +41.9% | +11.4% |
| 6M | +14.8% | -41.1% | +55.8% | +19.4% |
| YTD | +15.5% | +9.8% | +5.7% | +5.8% |
| 1Y | +20.1% | +31.5% | -11.4% | +5.9% |
| 3Y | +77.8% | +45.2% | +32.6% | +35.4% |
| 5Y | +37.9% | +86.7% | -48.8% | -8.9% |
| All | +69.1% | +390.5% | -321.4% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling