-23.3%
ONON vs ES
-1.0%
-22.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -3.5% | 0.0% | -3.5% | -3.4% |
| 30D | -30.8% | -1.0% | -29.8% | -30.6% |
| 3M | -29.8% | +1.5% | -31.3% | -30.1% |
| 6M | -34.8% | -3.5% | -31.3% | -34.4% |
| YTD | -42.3% | +7.0% | -49.2% | -43.3% |
| 1Y | -39.5% | +15.3% | -54.9% | -42.1% |
| 3Y | -9.3% | +30.2% | -39.5% | -18.4% |
| All | -23.3% | -1.0% | -22.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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