-27.4%
ON vs EL
-30.9%
+3.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.7% |
| 7D | -2.2% | +1.7% | -3.9% | -2.7% |
| 30D | -12.4% | +15.5% | -27.9% | -17.2% |
| 3M | -41.2% | +20.6% | -61.8% | -45.2% |
| 6M | +25.0% | +10.5% | +14.5% | +18.5% |
| YTD | +31.3% | -1.9% | +33.1% | +27.9% |
| 1Y | +45.4% | +16.1% | +29.3% | +31.9% |
| 3Y | -27.4% | -30.2% | +2.8% | -26.9% |
| All | -27.4% | -30.9% | +3.5% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling