+523.3%
ON vs ECL
+197.5%
+325.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.9% |
| 7D | +12.2% | +2.9% | +9.4% | +9.9% |
| 30D | -3.1% | +7.5% | -10.6% | -8.5% |
| 3M | -12.9% | +12.2% | -25.1% | -20.7% |
| 6M | -38.6% | +24.6% | -63.2% | -49.3% |
| YTD | +31.2% | +18.8% | +12.5% | +12.5% |
| 1Y | +47.6% | +19.3% | +28.3% | +25.7% |
| 3Y | +6.6% | +78.2% | -71.6% | -35.6% |
| 5Y | +21.3% | +38.8% | -17.5% | -11.8% |
| All | +523.3% | +197.5% | +325.8% | +149.0% |
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