+209.9%
ON vs ETR
+2,165.0%
-1,955.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +2.4% | +1.4% | +1.0% | +1.9% |
| 30D | -3.3% | +1.0% | -4.3% | -3.7% |
| 3M | -43.6% | -1.3% | -42.3% | -43.5% |
| 6M | +19.0% | +1.9% | +17.1% | +17.3% |
| YTD | +37.4% | +18.2% | +19.2% | +27.5% |
| 1Y | +54.8% | +24.7% | +30.1% | +40.4% |
| 3Y | -25.2% | +150.7% | -175.9% | -51.0% |
| 5Y | +62.7% | +127.0% | -64.3% | +9.6% |
| 10Y | +574.3% | +295.5% | +278.9% | +256.7% |
| All | +209.9% | +2,165.0% | -1,955.1% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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