+474.0%
ON vs ELF
+397.3%
+76.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.8% | +6.4% | +8.4% |
| 7D | -1.4% | +7.8% | -9.3% | -3.4% |
| 30D | -10.9% | +9.3% | -20.1% | -13.0% |
| 3M | -14.9% | +21.2% | -36.0% | -19.6% |
| 6M | -33.0% | +96.1% | -129.1% | -45.6% |
| YTD | +27.6% | +57.0% | -29.3% | +8.2% |
| 1Y | +44.5% | +61.9% | -17.4% | +21.1% |
| 3Y | +7.4% | +20.0% | -12.6% | -16.3% |
| 5Y | +18.7% | +284.8% | -266.0% | -41.2% |
| 10Y | +516.0% | +364.2% | +151.7% | +133.9% |
| All | +474.0% | +397.3% | +76.7% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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