+579.9%
ON vs EAT
+381.2%
+198.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.1% |
| 7D | -1.9% | -6.8% | +4.9% | +0.8% |
| 30D | -11.0% | -5.4% | -5.7% | -9.6% |
| 3M | -39.3% | +42.8% | -82.1% | -47.9% |
| 6M | +19.8% | +56.5% | -36.7% | -2.4% |
| YTD | +31.1% | +50.0% | -18.9% | +7.8% |
| 1Y | +46.0% | +38.3% | +7.7% | +22.1% |
| 3Y | -27.5% | +591.6% | -619.2% | -70.6% |
| 5Y | +56.9% | +312.6% | -255.7% | -25.7% |
| All | +579.9% | +381.2% | +198.6% | +108.2% |
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