-7.7%
ONON vs ESI
+36.5%
-44.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | -10.0% | +5.5% | -15.5% | -12.5% |
| 30D | -5.3% | -7.8% | +2.5% | -2.3% |
| 3M | +6.5% | -15.0% | +21.5% | +13.8% |
| 6M | -5.0% | -24.9% | +19.9% | +5.3% |
| YTD | -27.6% | +33.2% | -60.9% | -46.8% |
| 1Y | -20.7% | +24.9% | -45.6% | -39.4% |
| 3Y | +26.6% | +77.8% | -51.1% | -33.2% |
| All | -7.7% | +36.5% | -44.2% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling