-10.5%
ONON vs ESI
+81.4%
-91.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -3.5% | +3.9% | -7.4% | -4.8% |
| 30D | -30.8% | -3.8% | -27.0% | -30.0% |
| 3M | -29.8% | -13.1% | -16.7% | -27.8% |
| 6M | -34.8% | +11.3% | -46.2% | -41.2% |
| YTD | -42.3% | +44.1% | -86.4% | -54.2% |
| 1Y | -39.5% | +40.3% | -79.9% | -51.9% |
| All | -10.5% | +81.4% | -91.9% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling