+18.7%
ON vs EAT
+368.3%
-349.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.5% | +10.6% | +9.7% |
| 7D | -1.4% | -3.9% | +2.5% | -0.1% |
| 30D | -10.9% | +5.0% | -15.8% | -13.1% |
| 3M | -14.9% | -9.6% | -5.2% | -13.1% |
| 6M | -33.0% | +46.8% | -79.8% | -44.3% |
| YTD | +27.6% | +41.8% | -14.2% | +5.5% |
| 1Y | +44.5% | +98.3% | -53.8% | +2.5% |
| 3Y | +7.4% | +503.1% | -495.7% | -59.7% |
| 5Y | +18.7% | +356.7% | -337.9% | -57.2% |
| All | +18.7% | +368.3% | -349.6% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling