+58.5%
ON vs EL
-67.4%
+125.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.5% |
| 7D | -2.2% | +1.7% | -3.9% | -2.9% |
| 30D | -12.4% | +15.5% | -27.9% | -18.9% |
| 3M | -41.2% | +20.6% | -61.8% | -46.6% |
| 6M | +25.0% | +10.5% | +14.5% | +16.1% |
| YTD | +31.3% | -1.9% | +33.1% | +26.4% |
| 1Y | +45.4% | +16.1% | +29.3% | +27.4% |
| 3Y | -27.4% | -30.2% | +2.8% | -23.8% |
| 5Y | +58.5% | -67.4% | +125.9% | +193.6% |
| All | +58.5% | -67.4% | +125.9% | +193.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling