+390.5%
ONTO vs EL
-35.6%
+426.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.2% | +8.8% | +10.1% |
| 7D | -14.0% | +0.8% | -14.8% | -14.3% |
| 30D | -43.1% | +16.5% | -59.6% | -47.1% |
| 3M | -35.5% | +29.2% | -64.7% | -43.6% |
| 6M | -41.1% | +27.9% | -69.0% | -48.9% |
| YTD | +9.8% | +6.2% | +3.6% | +0.8% |
| 1Y | +31.5% | +27.2% | +4.4% | +9.8% |
| 3Y | +45.2% | +3.2% | +41.9% | +19.8% |
| 5Y | +86.7% | -66.0% | +152.7% | +213.3% |
| All | +390.5% | -35.6% | +426.0% | +404.2% |
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