-21.7%
ONON vs ELV
+23.2%
-44.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | -2.1% | +3.2% | -5.3% | -2.4% |
| 30D | -11.6% | +5.4% | -17.0% | -12.1% |
| 3M | -30.1% | +5.4% | -35.4% | -30.6% |
| 6M | -30.5% | +45.7% | -76.2% | -33.6% |
| YTD | -41.0% | +21.2% | -62.2% | -42.5% |
| 1Y | -36.7% | +35.6% | -72.3% | -39.0% |
| 3Y | -8.6% | -2.0% | -6.6% | -11.8% |
| All | -21.7% | +23.2% | -44.9% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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