-23.3%
ONON vs ESI
+79.0%
-102.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -3.5% | +3.9% | -7.4% | -5.4% |
| 30D | -30.8% | -3.8% | -27.0% | -29.7% |
| 3M | -29.8% | -13.1% | -16.7% | -26.8% |
| 6M | -34.8% | +11.3% | -46.2% | -43.1% |
| YTD | -42.3% | +44.1% | -86.4% | -57.9% |
| 1Y | -39.5% | +40.3% | -79.9% | -55.8% |
| 3Y | -9.3% | +84.1% | -93.3% | -49.4% |
| All | -23.3% | +79.0% | -102.3% | -52.7% |
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 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