-10.5%
ONON vs EL
-32.9%
+22.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.8% |
| 7D | -3.5% | -2.4% | -1.1% | -2.9% |
| 30D | -30.8% | +13.7% | -44.5% | -33.3% |
| 3M | -29.8% | +14.5% | -44.3% | -32.6% |
| 6M | -34.8% | +7.4% | -42.2% | -36.9% |
| YTD | -42.3% | -4.7% | -37.6% | -42.8% |
| 1Y | -39.5% | +12.9% | -52.5% | -43.0% |
| All | -10.5% | -32.9% | +22.3% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling