-0.8%
ONON vs ES
+0.3%
-1.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -10.1% | +0.1% | -10.2% | -10.2% |
| 30D | -1.8% | +6.7% | -8.5% | -3.2% |
| 3M | +12.3% | +0.3% | +12.0% | +12.1% |
| 6M | +2.0% | +7.4% | -5.4% | +0.3% |
| YTD | -25.3% | +8.4% | -33.7% | -26.9% |
| 1Y | -1.3% | +0.6% | -2.0% | -2.2% |
| 3Y | +29.0% | +50.6% | -21.6% | +9.8% |
| 5Y | -6.2% | +4.8% | -11.0% | -5.0% |
| All | -0.8% | +0.3% | -1.1% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling