-21.7%
ONON vs ESI
+71.8%
-93.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | -2.1% | -4.6% | +2.6% | +0.3% |
| 30D | -11.6% | -10.5% | -1.1% | -6.6% |
| 3M | -30.1% | -19.8% | -10.3% | -23.7% |
| 6M | -30.5% | +5.8% | -36.3% | -37.7% |
| YTD | -41.0% | +38.3% | -79.3% | -56.1% |
| 1Y | -36.7% | +31.5% | -68.2% | -52.0% |
| 3Y | -8.6% | +80.7% | -89.3% | -48.9% |
| All | -21.7% | +71.8% | -93.5% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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