+99.7%
ONTO vs EL
-31.7%
+131.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.3% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -2.9% | +19.8% | -22.7% | -8.0% |
| 3M | -2.5% | +25.7% | -28.2% | -9.1% |
| 6M | +28.2% | +5.4% | +22.8% | +24.7% |
| YTD | +69.8% | +0.2% | +69.6% | +65.2% |
| 1Y | +162.9% | +20.4% | +142.4% | +140.5% |
| All | +99.7% | -31.7% | +131.4% | +89.6% |
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 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