+188.0%
ON vs ECL
+2,000.8%
-1,812.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.0% | +7.1% | +7.6% |
| 7D | -1.4% | -0.5% | -0.9% | -0.9% |
| 30D | -10.9% | +8.8% | -19.7% | -16.6% |
| 3M | -14.9% | +7.8% | -22.7% | -20.0% |
| 6M | -33.0% | +21.3% | -54.3% | -43.5% |
| YTD | +27.6% | +17.8% | +9.8% | +10.3% |
| 1Y | +44.5% | +21.1% | +23.4% | +21.9% |
| 3Y | +7.4% | +80.1% | -72.7% | -34.7% |
| 5Y | +18.7% | +40.5% | -21.7% | -13.4% |
| 10Y | +516.0% | +197.7% | +318.2% | +146.7% |
| All | +188.0% | +2,000.8% | -1,812.9% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling