-23.3%
ONON vs EOSE
-68.6%
+45.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.4% |
| 7D | -5.3% | +14.0% | -19.3% | -6.8% |
| 30D | -13.1% | -5.9% | -7.2% | -13.0% |
| 3M | -29.3% | -34.3% | +4.9% | -27.4% |
| 6M | -34.5% | -37.8% | +3.2% | -33.5% |
| YTD | -42.2% | -65.2% | +23.0% | -39.1% |
| 1Y | -37.3% | -41.9% | +4.6% | -39.7% |
| 3Y | -9.3% | +44.6% | -53.8% | -32.2% |
| All | -23.3% | -68.6% | +45.3% | -28.8% |
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