-21.7%
ONON vs EL
-68.3%
+46.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | -2.1% | -6.5% | +4.4% | +0.7% |
| 30D | -11.6% | +11.1% | -22.8% | -16.2% |
| 3M | -30.1% | +10.7% | -40.8% | -33.8% |
| 6M | -30.5% | +6.9% | -37.4% | -34.1% |
| YTD | -41.0% | -6.3% | -34.7% | -41.7% |
| 1Y | -36.7% | +13.5% | -50.2% | -43.4% |
| 3Y | -8.6% | -33.1% | +24.5% | +0.7% |
| All | -21.7% | -68.3% | +46.6% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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