+535.7%
ON vs ES
+87.3%
+448.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -4.1% | +0.9% | -5.0% | -4.4% |
| 30D | -10.2% | +5.9% | -16.1% | -11.4% |
| 3M | -12.7% | -1.0% | -11.7% | -12.8% |
| 6M | -32.5% | +7.2% | -39.7% | -34.2% |
| YTD | +28.6% | +7.0% | +21.6% | +25.2% |
| 1Y | +43.4% | +0.5% | +43.0% | +41.3% |
| 3Y | +3.3% | +48.7% | -45.3% | -9.8% |
| 5Y | +22.5% | +1.9% | +20.6% | +17.8% |
| 10Y | +535.7% | +89.2% | +446.6% | +511.5% |
| All | +535.7% | +87.3% | +448.4% | +511.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling