-20.0%
ONON vs ED
+72.4%
-92.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.5% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -26.7% | -0.1% | -26.6% | -26.7% |
| 3M | -25.3% | +3.9% | -29.2% | -24.9% |
| 6M | -35.3% | -3.0% | -32.2% | -35.4% |
| YTD | -39.8% | +10.7% | -50.5% | -39.1% |
| 1Y | -39.2% | +13.3% | -52.6% | -38.4% |
| 3Y | -4.2% | +34.5% | -38.7% | -7.3% |
| All | -20.0% | +72.4% | -92.4% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling