+341.5%
ONTO vs ED
+67.9%
+273.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | +0.9% | -16.5% | -15.5% |
| 7D | -29.7% | +5.2% | -34.9% | -29.5% |
| 30D | -50.3% | +15.5% | -65.8% | -50.0% |
| 3M | -43.5% | +13.0% | -56.5% | -43.1% |
| 6M | -48.9% | +13.1% | -62.0% | -48.6% |
| YTD | -1.2% | +25.3% | -26.5% | -1.4% |
| 1Y | +14.9% | +30.5% | -15.6% | +14.3% |
| 3Y | +31.2% | +49.3% | -18.1% | +22.4% |
| 5Y | +68.1% | +84.6% | -16.5% | +43.0% |
| All | +341.5% | +67.9% | +273.6% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 all: compounded portfolio wealth divided by compounded ED 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…
all analysis · Full analysis span regression · 6 months rolling