+115.8%
ONTO vs EL
-65.0%
+180.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.2% | +10.9% |
| 7D | +1.4% | +8.0% | -6.6% | -1.4% |
| 30D | -34.1% | +15.4% | -49.5% | -37.8% |
| 3M | -37.1% | +28.5% | -65.6% | -43.6% |
| 6M | -31.8% | +32.2% | -64.1% | -40.3% |
| YTD | +22.9% | +9.2% | +13.7% | +13.5% |
| 1Y | +39.5% | +30.8% | +8.7% | +18.6% |
| 3Y | +57.7% | +3.7% | +54.0% | +32.7% |
| 5Y | +115.8% | -64.8% | +180.6% | +265.0% |
| All | +115.8% | -65.0% | +180.8% | +265.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling