+508.7%
ONTO vs EL
-34.2%
+543.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.0% | +9.9% | +9.3% |
| 7D | +16.4% | +0.3% | +16.1% | +16.7% |
| 30D | -21.4% | +12.3% | -33.7% | -25.6% |
| 3M | -32.7% | +28.4% | -61.2% | -41.0% |
| 6M | -25.2% | +36.7% | -61.9% | -37.1% |
| YTD | +36.2% | +8.4% | +27.8% | +24.0% |
| 1Y | +61.2% | +25.4% | +35.8% | +35.9% |
| 3Y | +58.7% | +3.4% | +55.2% | +31.4% |
| 5Y | +143.6% | -64.8% | +208.4% | +301.2% |
| All | +508.7% | -34.2% | +543.0% | +520.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling