-36.7%
ONON vs ESI
+34.2%
-70.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | -2.1% | -4.6% | +2.6% | -1.3% |
| 30D | -11.6% | -10.5% | -1.1% | -10.0% |
| 3M | -30.1% | -19.8% | -10.3% | -28.0% |
| 6M | -30.5% | +5.8% | -36.3% | -35.9% |
| YTD | -41.0% | +38.3% | -79.3% | -49.5% |
| 1Y | -36.7% | +31.5% | -68.2% | -45.5% |
| All | -36.7% | +34.2% | -70.9% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling