-4.4%
ON vs ECL
+78.2%
-82.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.4% |
| 7D | -11.7% | -0.8% | -10.9% | -11.2% |
| 30D | -23.3% | +8.1% | -31.4% | -26.5% |
| 3M | -19.2% | +6.4% | -25.5% | -22.0% |
| 6M | -40.1% | +14.8% | -54.9% | -45.5% |
| YTD | +16.9% | +15.5% | +1.5% | +6.3% |
| 1Y | +29.7% | +20.1% | +9.6% | +14.3% |
| 3Y | -4.4% | +77.8% | -82.2% | -27.0% |
| All | -4.4% | +78.2% | -82.6% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling