-20.0%
ONON vs EL
-66.1%
+46.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -2.6% |
| 7D | -3.0% | +0.8% | -3.8% | -3.3% |
| 30D | -26.7% | +19.8% | -46.5% | -32.8% |
| 3M | -25.3% | +25.7% | -51.0% | -32.9% |
| 6M | -35.3% | +5.4% | -40.7% | -38.1% |
| YTD | -39.8% | +0.2% | -40.0% | -42.2% |
| 1Y | -39.2% | +20.4% | -59.7% | -47.0% |
| 3Y | -4.2% | -32.1% | +27.9% | +7.1% |
| All | -20.0% | -66.1% | +46.1% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling