-23.3%
ONON vs ED
+72.7%
-96.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.7% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -30.8% | +1.9% | -32.7% | -30.6% |
| 3M | -29.8% | +1.9% | -31.7% | -29.6% |
| 6M | -34.8% | -2.3% | -32.6% | -34.9% |
| YTD | -42.3% | +10.9% | -53.1% | -41.6% |
| 1Y | -39.5% | +14.5% | -54.0% | -38.7% |
| 3Y | -9.3% | +33.4% | -42.7% | -12.1% |
| All | -23.3% | +72.7% | -96.0% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling