+516.0%
ON vs ES
+82.6%
+433.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.5% | +9.7% | +9.3% |
| 7D | -1.4% | -0.1% | -1.3% | -1.5% |
| 30D | -10.9% | +5.7% | -16.6% | -12.0% |
| 3M | -14.9% | -2.8% | -12.1% | -14.6% |
| 6M | -33.0% | +7.0% | -40.0% | -34.7% |
| YTD | +27.6% | +6.8% | +20.8% | +24.4% |
| 1Y | +44.5% | -0.5% | +45.0% | +42.7% |
| 3Y | +7.4% | +47.2% | -39.8% | -6.0% |
| 5Y | +18.7% | +2.3% | +16.5% | +14.1% |
| 10Y | +516.0% | +85.6% | +430.3% | +486.5% |
| All | +516.0% | +82.6% | +433.4% | +486.5% |
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