-23.3%
ONON vs ECL
+28.5%
-51.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.2% |
| 7D | -5.3% | -2.6% | -2.7% | -3.3% |
| 30D | -13.1% | -4.6% | -8.6% | -10.0% |
| 3M | -29.3% | +6.0% | -35.3% | -32.6% |
| 6M | -34.5% | -3.0% | -31.6% | -33.2% |
| YTD | -42.2% | +4.0% | -46.3% | -44.3% |
| 1Y | -37.3% | +2.0% | -39.3% | -39.1% |
| 3Y | -9.3% | +53.9% | -63.2% | -40.4% |
| All | -23.3% | +28.5% | -51.8% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling