+134.0%
ONTO vs EL
-65.5%
+199.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.9% |
| 7D | +34.4% | +2.7% | +31.8% | +33.3% |
| 30D | -20.4% | +10.8% | -31.3% | -23.7% |
| 3M | -37.8% | +26.5% | -64.3% | -44.0% |
| 6M | -24.6% | +31.1% | -55.7% | -33.7% |
| YTD | +32.8% | +6.6% | +26.2% | +23.8% |
| 1Y | +54.7% | +21.8% | +32.9% | +35.6% |
| 3Y | +54.7% | +1.8% | +52.9% | +31.0% |
| 5Y | +134.0% | -65.6% | +199.6% | +299.2% |
| All | +134.0% | -65.5% | +199.5% | +299.2% |
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 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