+37.5%
ONTO vs EL
+30.3%
+7.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.2% | +11.6% |
| 7D | +1.4% | +8.0% | -6.6% | +0.7% |
| 30D | -34.1% | +15.4% | -49.5% | -35.1% |
| 3M | -37.1% | +28.5% | -65.6% | -38.7% |
| 6M | -31.8% | +32.2% | -64.1% | -33.9% |
| YTD | +22.9% | +9.2% | +13.7% | +17.3% |
| All | +37.5% | +30.3% | +7.3% | +26.4% |
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