-19.5%
ELF vs ONTO
+97.2%
-116.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.1% | +0.5% |
| 7D | +5.4% | -1.0% | +6.4% | +5.6% |
| 30D | +27.0% | -2.9% | +29.9% | +26.6% |
| 3M | +113.2% | -2.5% | +115.7% | +106.2% |
| 6M | +36.6% | +28.2% | +8.4% | +18.9% |
| YTD | +44.2% | +69.8% | -25.6% | +13.8% |
| 1Y | -18.0% | +162.9% | -180.9% | -44.2% |
| All | -19.5% | +97.2% | -116.7% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling