+46.0%
ON vs ESI
+38.0%
+8.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.8% |
| 7D | -1.9% | +3.9% | -5.8% | -4.9% |
| 30D | -11.0% | -3.8% | -7.2% | -8.3% |
| 3M | -39.3% | -13.1% | -26.2% | -30.8% |
| 6M | +19.8% | +11.3% | +8.5% | +17.9% |
| YTD | +31.1% | +44.1% | -13.0% | +7.0% |
| 1Y | +46.0% | +40.3% | +5.7% | +19.0% |
| All | +46.0% | +38.0% | +8.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling