-21.7%
ONON vs ES
-3.7%
-18.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -2.1% | -3.6% | +1.5% | -1.3% |
| 30D | -11.6% | -4.2% | -7.4% | -10.8% |
| 3M | -30.1% | +0.1% | -30.2% | -30.1% |
| 6M | -30.5% | -6.2% | -24.3% | -29.6% |
| YTD | -41.0% | +4.1% | -45.1% | -41.7% |
| 1Y | -36.7% | +10.2% | -46.9% | -38.7% |
| 3Y | -8.6% | +26.1% | -34.7% | -17.2% |
| All | -21.7% | -3.7% | -18.0% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling