-21.7%
ONON vs ELF
+226.8%
-248.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.8% |
| 7D | -2.1% | -11.6% | +9.6% | +1.1% |
| 30D | -11.6% | +4.6% | -16.2% | -12.9% |
| 3M | -30.1% | +59.7% | -89.8% | -39.1% |
| 6M | -30.5% | +21.2% | -51.7% | -35.3% |
| YTD | -41.0% | +27.4% | -68.5% | -46.4% |
| 1Y | -36.7% | -29.8% | -6.9% | -34.1% |
| 3Y | -8.6% | -28.5% | +19.9% | -20.3% |
| All | -21.7% | +226.8% | -248.5% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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