+49.6%
ON vs EOSE
-70.2%
+119.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.7% | -0.7% |
| 7D | -4.7% | +14.0% | -18.7% | -6.3% |
| 30D | -13.5% | -5.9% | -7.6% | -13.4% |
| 3M | -36.3% | -34.3% | -2.0% | -34.0% |
| 6M | +17.8% | -37.8% | +55.5% | +21.0% |
| YTD | +29.6% | -65.2% | +94.8% | +38.5% |
| 1Y | +45.8% | -41.9% | +87.7% | +44.8% |
| 3Y | -28.3% | +44.6% | -72.9% | -43.3% |
| 5Y | +49.6% | -69.2% | +118.8% | +25.5% |
| All | +49.6% | -70.2% | +119.9% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling