+523.3%
ON vs EAT
+320.8%
+202.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +12.2% | -4.0% | +16.2% | +13.9% |
| 30D | -3.1% | -2.9% | -0.2% | -2.8% |
| 3M | -12.9% | -16.9% | +4.0% | -8.0% |
| 6M | -38.6% | +57.0% | -95.5% | -50.1% |
| YTD | +31.2% | +38.2% | -7.0% | +9.8% |
| 1Y | +47.6% | +69.3% | -21.6% | +13.1% |
| 3Y | +6.6% | +483.0% | -476.4% | -54.2% |
| 5Y | +21.3% | +364.1% | -342.9% | -45.7% |
| All | +523.3% | +320.8% | +202.5% | +104.7% |
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