+517.8%
ON vs ELF
+357.0%
+160.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.4% |
| 7D | +2.4% | +5.4% | -2.9% | +1.0% |
| 30D | -3.3% | +27.0% | -30.3% | -9.8% |
| 3M | -43.6% | +113.2% | -156.8% | -54.9% |
| 6M | +19.0% | +36.6% | -17.6% | +6.3% |
| YTD | +37.4% | +44.2% | -6.9% | +19.3% |
| 1Y | +54.8% | -18.0% | +72.8% | +53.8% |
| 3Y | -25.2% | -19.9% | -5.2% | -34.1% |
| 5Y | +62.7% | +257.7% | -195.0% | -18.0% |
| All | +517.8% | +357.0% | +160.8% | +141.0% |
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