+67.3%
ELV vs ONTO
+658.6%
-591.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -7.9% | -2.4% |
| 7D | +3.3% | -1.0% | +4.3% | +3.4% |
| 30D | +4.2% | -2.9% | +7.1% | +3.9% |
| 3M | -0.1% | -2.5% | +2.4% | -1.5% |
| 6M | +41.3% | +28.2% | +13.0% | +33.4% |
| YTD | +17.4% | +69.8% | -52.3% | +6.7% |
| 1Y | +35.1% | +162.9% | -127.8% | +15.2% |
| 3Y | -3.2% | +95.9% | -99.2% | -20.9% |
| 5Y | +15.6% | +244.5% | -228.9% | -22.9% |
| All | +67.3% | +658.6% | -591.3% | -28.2% |
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