+341.5%
ONTO vs ESI
+209.3%
+132.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -8.0% | -7.6% | -8.6% |
| 7D | -29.7% | -13.1% | -16.6% | -19.7% |
| 30D | -50.3% | -18.5% | -31.8% | -39.7% |
| 3M | -43.5% | -19.6% | -23.9% | -30.3% |
| 6M | -48.9% | -29.8% | -19.1% | -27.3% |
| YTD | -1.2% | +23.9% | -25.1% | -11.2% |
| 1Y | +14.9% | +15.0% | -0.1% | +9.2% |
| 3Y | +31.2% | +64.3% | -33.2% | -3.8% |
| 5Y | +68.1% | +26.3% | +41.7% | +47.6% |
| All | +341.5% | +209.3% | +132.3% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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