+30.7%
ONTO vs ES
+50.7%
-20.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | +2.1% | -17.7% | -15.0% |
| 7D | -29.7% | +5.9% | -35.6% | -28.4% |
| 30D | -50.3% | +10.2% | -60.5% | -48.7% |
| 3M | -43.5% | +0.4% | -43.9% | -43.0% |
| 6M | -48.9% | +6.9% | -55.7% | -47.7% |
| YTD | -1.2% | +10.5% | -11.7% | +1.8% |
| 1Y | +14.9% | +3.2% | +11.7% | +16.8% |
| All | +30.7% | +50.7% | -20.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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