-23.3%
ONON vs ED
+71.5%
-94.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | -5.3% | -1.9% | -3.5% | -5.5% |
| 30D | -13.1% | +0.1% | -13.2% | -13.1% |
| 3M | -29.3% | 0.0% | -29.3% | -29.2% |
| 6M | -34.5% | -2.5% | -32.0% | -34.6% |
| YTD | -42.2% | +10.1% | -52.3% | -41.6% |
| 1Y | -37.3% | +13.6% | -50.9% | -36.5% |
| 3Y | -9.3% | +32.4% | -41.7% | -12.1% |
| All | -23.3% | +71.5% | -94.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling