+209.9%
ON vs EL
+549.0%
-339.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | -0.5% |
| 7D | +2.4% | +0.8% | +1.6% | +2.0% |
| 30D | -3.3% | +19.8% | -23.1% | -13.1% |
| 3M | -43.6% | +25.7% | -69.3% | -50.5% |
| 6M | +19.0% | +5.4% | +13.5% | +11.9% |
| YTD | +37.4% | +0.2% | +37.1% | +29.9% |
| 1Y | +54.8% | +20.4% | +34.3% | +31.7% |
| 3Y | -25.2% | -32.1% | +7.0% | -21.8% |
| 5Y | +62.7% | -67.2% | +129.9% | +152.0% |
| 10Y | +574.3% | +31.7% | +542.6% | +415.3% |
| All | +209.9% | +549.0% | -339.1% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling