+30.7%
ONTO vs EL
+1.5%
+29.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -3.9% | -11.7% | -14.5% |
| 7D | -29.7% | -1.1% | -28.6% | -29.5% |
| 30D | -50.3% | +15.3% | -65.6% | -52.4% |
| 3M | -43.5% | +24.2% | -67.7% | -47.4% |
| 6M | -48.9% | +30.9% | -79.7% | -53.6% |
| YTD | -1.2% | +3.9% | -5.1% | -5.4% |
| 1Y | +14.9% | +19.9% | -5.0% | +4.3% |
| All | +30.7% | +1.5% | +29.2% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling