+520.4%
ON vs EAT
+321.8%
+198.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +2.3% |
| 7D | -4.1% | -5.9% | +1.8% | -2.0% |
| 30D | -10.2% | +0.7% | -10.9% | -11.2% |
| 3M | -12.7% | -14.2% | +1.5% | -9.3% |
| 6M | -32.5% | +40.7% | -73.3% | -43.0% |
| YTD | +28.6% | +36.0% | -7.4% | +8.1% |
| 1Y | +43.4% | +83.1% | -39.6% | +6.2% |
| 3Y | +3.3% | +474.8% | -471.5% | -55.4% |
| 5Y | +22.5% | +347.6% | -325.1% | -44.4% |
| All | +520.4% | +321.8% | +198.6% | +101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling