+162.9%
ONTO vs EL
+14.8%
+148.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.6% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -2.9% | +19.8% | -22.7% | -5.9% |
| 3M | -2.5% | +25.7% | -28.2% | -6.4% |
| 6M | +28.2% | +5.4% | +22.8% | +27.4% |
| YTD | +69.8% | +0.2% | +69.6% | +64.5% |
| 1Y | +162.9% | +20.4% | +142.4% | +142.4% |
| All | +162.9% | +14.8% | +148.1% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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