+191.4%
ON vs EOSE
-58.6%
+250.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.3% | +0.2% |
| 7D | -1.9% | +15.0% | -16.8% | -3.6% |
| 30D | -11.0% | +2.5% | -13.5% | -11.8% |
| 3M | -39.3% | -33.7% | -5.6% | -37.2% |
| 6M | +19.8% | -32.7% | +52.6% | +22.1% |
| YTD | +31.1% | -63.8% | +94.9% | +39.5% |
| 1Y | +46.0% | -40.5% | +86.5% | +44.6% |
| 3Y | -27.5% | +50.4% | -77.9% | -42.9% |
| 5Y | +56.9% | -68.6% | +125.5% | +21.9% |
| All | +191.4% | -58.6% | +250.0% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling