-10.5%
ONON vs ECL
+54.1%
-64.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.4% |
| 7D | -3.5% | -2.7% | -0.7% | -2.0% |
| 30D | -30.8% | -4.3% | -26.5% | -29.2% |
| 3M | -29.8% | +3.2% | -33.0% | -31.0% |
| 6M | -34.8% | -2.9% | -31.9% | -34.0% |
| YTD | -42.3% | +4.3% | -46.5% | -43.5% |
| 1Y | -39.5% | +1.6% | -41.2% | -40.2% |
| All | -10.5% | +54.1% | -64.6% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling