+499.2%
ONTO vs EOSE
-82.7%
+581.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.4% | +9.2% | +2.8% |
| 7D | -2.4% | -8.4% | +6.0% | -1.4% |
| 30D | -32.9% | -31.0% | -2.0% | -29.8% |
| 3M | -32.2% | -57.0% | +24.8% | -24.8% |
| 6M | -30.6% | -78.3% | +47.7% | -16.6% |
| YTD | +25.1% | -84.8% | +109.9% | +52.4% |
| 1Y | +40.0% | -90.9% | +130.9% | +79.6% |
| 3Y | +45.7% | +35.9% | +9.8% | +23.8% |
| 5Y | +128.8% | -84.1% | +212.8% | +104.9% |
| All | +499.2% | -82.7% | +581.9% | +503.9% |
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