+888.8%
ON vs ESI
+195.2%
+693.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.1% |
| 7D | -4.1% | -6.6% | +2.5% | +0.1% |
| 30D | -10.2% | -9.8% | -0.4% | -4.4% |
| 3M | -12.7% | -11.9% | -0.8% | -5.8% |
| 6M | -32.5% | -25.1% | -7.5% | -19.0% |
| YTD | +28.6% | +31.9% | -3.3% | +11.7% |
| 1Y | +43.4% | +19.2% | +24.2% | +31.5% |
| 3Y | +3.3% | +76.2% | -72.9% | -21.6% |
| 5Y | +22.5% | +39.4% | -16.9% | +6.2% |
| 10Y | +535.7% | +304.9% | +230.8% | +252.2% |
| All | +888.8% | +195.2% | +693.5% | +495.0% |
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 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