+7.8%
ON vs ECL
+37.7%
-29.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.7% |
| 7D | -11.7% | -0.8% | -10.9% | -11.2% |
| 30D | -23.3% | +8.1% | -31.4% | -27.5% |
| 3M | -19.2% | +6.4% | -25.5% | -23.0% |
| 6M | -40.1% | +14.8% | -54.9% | -46.8% |
| YTD | +16.9% | +15.5% | +1.5% | +3.5% |
| 1Y | +29.7% | +20.1% | +9.6% | +10.9% |
| 3Y | -4.4% | +77.8% | -82.2% | -41.0% |
| All | +7.8% | +37.7% | -29.9% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling