+658.6%
ONTO vs EL
-39.2%
+697.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +4.8% |
| 7D | -1.0% | +0.8% | -1.8% | -1.3% |
| 30D | -2.9% | +19.8% | -22.7% | -11.4% |
| 3M | -2.5% | +25.7% | -28.2% | -13.4% |
| 6M | +28.2% | +5.4% | +22.8% | +21.5% |
| YTD | +69.8% | +0.2% | +69.6% | +61.2% |
| 1Y | +162.9% | +20.4% | +142.4% | +125.9% |
| 3Y | +95.9% | -32.1% | +128.1% | +106.5% |
| 5Y | +244.5% | -67.2% | +311.7% | +487.4% |
| All | +658.6% | -39.2% | +697.8% | +706.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling