+212.6%
ON vs EOSE
-60.6%
+273.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.0% | +9.5% | +8.6% |
| 7D | +2.4% | +1.8% | +0.6% | +2.0% |
| 30D | -8.6% | -6.8% | -1.8% | -8.4% |
| 3M | -34.3% | -36.3% | +2.0% | -31.8% |
| 6M | +28.5% | -38.8% | +67.3% | +32.3% |
| YTD | +40.6% | -65.5% | +106.1% | +50.4% |
| 1Y | +55.3% | -45.3% | +100.6% | +55.3% |
| 3Y | -22.2% | +44.2% | -66.3% | -38.4% |
| 5Y | +62.4% | -69.5% | +131.9% | +26.6% |
| All | +212.6% | -60.6% | +273.2% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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