+517.8%
ONTO vs EOSE
-81.0%
+598.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.5% | -8.4% | -3.7% |
| 7D | +17.5% | +9.8% | +7.7% | +15.9% |
| 30D | -15.7% | -2.1% | -13.6% | -15.9% |
| 3M | -39.7% | -54.1% | +14.4% | -33.8% |
| 6M | -26.5% | -76.9% | +50.4% | -12.5% |
| YTD | +29.0% | -83.3% | +112.3% | +54.9% |
| 1Y | +57.0% | -87.4% | +144.4% | +93.4% |
| 3Y | +50.0% | +61.9% | -11.9% | +24.6% |
| 5Y | +127.3% | -82.1% | +209.3% | +100.3% |
| All | +517.8% | -81.0% | +598.7% | +514.0% |
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