+572.1%
ON vs EAT
+379.9%
+192.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -4.7% | -6.2% | +1.5% | -2.4% |
| 30D | -13.5% | -3.0% | -10.5% | -12.9% |
| 3M | -36.3% | +45.6% | -81.9% | -45.7% |
| 6M | +17.8% | +53.5% | -35.8% | -3.3% |
| YTD | +29.6% | +49.6% | -20.0% | +6.7% |
| 1Y | +45.8% | +38.9% | +6.9% | +21.7% |
| 3Y | -28.3% | +589.7% | -618.0% | -70.9% |
| 5Y | +49.6% | +318.7% | -269.0% | -29.5% |
| All | +572.1% | +379.9% | +192.3% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling