+68.1%
ONTO vs ES
+5.0%
+63.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | +2.1% | -17.7% | -15.4% |
| 7D | -29.7% | +5.9% | -35.6% | -29.4% |
| 30D | -50.3% | +10.2% | -60.5% | -49.9% |
| 3M | -43.5% | +0.4% | -43.9% | -43.2% |
| 6M | -48.9% | +6.9% | -55.7% | -48.7% |
| YTD | -1.2% | +10.5% | -11.7% | -0.9% |
| 1Y | +14.9% | +3.2% | +11.7% | +15.1% |
| 3Y | +31.2% | +49.0% | -17.9% | +25.3% |
| 5Y | +68.1% | +4.5% | +63.6% | +75.6% |
| All | +68.1% | +5.0% | +63.1% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling