-23.3%
ONON vs EL
-68.5%
+45.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +1.0% |
| 7D | -5.3% | -4.4% | -1.0% | -3.6% |
| 30D | -13.1% | +10.3% | -23.4% | -17.4% |
| 3M | -29.3% | +13.4% | -42.7% | -33.7% |
| 6M | -34.5% | +3.1% | -37.6% | -36.9% |
| YTD | -42.2% | -6.9% | -35.3% | -42.8% |
| 1Y | -37.3% | +11.9% | -49.2% | -43.6% |
| 3Y | -9.3% | -33.8% | +24.6% | +0.6% |
| All | -23.3% | -68.5% | +45.2% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling