+46.0%
ON vs EL
+12.1%
+33.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.5% |
| 7D | -1.9% | -2.4% | +0.5% | -1.3% |
| 30D | -11.0% | +13.7% | -24.7% | -13.8% |
| 3M | -39.3% | +14.5% | -53.8% | -41.3% |
| 6M | +19.8% | +7.4% | +12.4% | +15.9% |
| YTD | +31.1% | -4.7% | +35.8% | +26.7% |
| 1Y | +46.0% | +12.9% | +33.1% | +30.4% |
| All | +46.0% | +12.1% | +33.9% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling