-7.8%
ONON vs ES
+33.1%
-41.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -27.4% | -1.2% | -26.2% | -27.3% |
| 3M | -26.5% | +5.0% | -31.5% | -27.0% |
| 6M | -34.2% | -2.8% | -31.4% | -34.0% |
| YTD | -41.3% | +8.6% | -49.9% | -42.1% |
| 1Y | -39.7% | +18.9% | -58.6% | -41.8% |
| 3Y | -7.8% | +32.1% | -40.0% | -11.4% |
| All | -7.8% | +33.1% | -41.0% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling