+956.5%
ON vs ESI
+224.6%
+731.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -2.0% | -0.7% |
| 7D | +2.4% | +3.3% | -0.9% | +0.5% |
| 30D | -3.3% | -5.9% | +2.6% | +0.1% |
| 3M | -43.6% | -14.1% | -29.5% | -37.7% |
| 6M | +19.0% | +6.6% | +12.4% | +16.5% |
| YTD | +37.4% | +45.0% | -7.7% | +12.7% |
| 1Y | +54.8% | +41.5% | +13.3% | +28.5% |
| 3Y | -25.2% | +78.8% | -103.9% | -44.2% |
| 5Y | +62.7% | +70.9% | -8.2% | +26.9% |
| 10Y | +574.3% | +317.1% | +257.3% | +256.9% |
| All | +956.5% | +224.6% | +731.9% | +500.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling