+561.8%
ON vs ECL
+153.2%
+408.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.1% |
| 7D | -2.2% | -0.8% | -1.4% | -1.6% |
| 30D | -12.4% | -2.5% | -10.0% | -11.0% |
| 3M | -41.2% | +8.3% | -49.5% | -45.7% |
| 6M | +25.0% | -1.1% | +26.1% | +23.7% |
| YTD | +31.3% | +6.5% | +24.8% | +22.6% |
| 1Y | +45.4% | +2.1% | +43.3% | +39.6% |
| 3Y | -27.4% | +57.6% | -85.0% | -51.9% |
| 5Y | +58.5% | +28.1% | +30.4% | +22.2% |
| 10Y | +561.8% | +153.2% | +408.6% | +211.6% |
| All | +561.8% | +153.2% | +408.6% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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