-27.4%
ON vs EAT
+612.9%
-640.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.1% | -3.6% |
| 7D | -2.2% | -4.9% | +2.7% | -0.9% |
| 30D | -12.4% | -1.2% | -11.2% | -12.4% |
| 3M | -41.2% | +52.2% | -93.5% | -48.1% |
| 6M | +25.0% | +65.0% | -40.1% | +6.5% |
| YTD | +31.3% | +55.0% | -23.8% | +13.2% |
| 1Y | +45.4% | +42.1% | +3.4% | +27.9% |
| 3Y | -27.4% | +614.7% | -642.1% | -61.1% |
| All | -27.4% | +612.9% | -640.3% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling