+163.8%
ON vs ES
+701.0%
-537.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.6% |
| 7D | -11.7% | +1.9% | -13.5% | -12.5% |
| 30D | -23.3% | +7.1% | -30.3% | -25.5% |
| 3M | -19.2% | -1.9% | -17.2% | -19.0% |
| 6M | -40.1% | +4.4% | -44.5% | -42.0% |
| YTD | +16.9% | +7.3% | +9.6% | +11.6% |
| 1Y | +29.7% | +2.1% | +27.6% | +25.5% |
| 3Y | -4.4% | +41.8% | -46.3% | -21.7% |
| 5Y | +7.1% | +1.4% | +5.6% | -0.3% |
| 10Y | +447.2% | +86.8% | +360.4% | +254.4% |
| All | +163.8% | +701.0% | -537.2% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling