-42.7%
ADBE vs EOSE
-58.6%
+15.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.8% |
| 7D | -8.9% | +15.0% | -23.9% | -9.4% |
| 30D | -6.6% | +2.5% | -9.1% | -6.9% |
| 3M | +7.1% | -33.7% | +40.8% | +8.1% |
| 6M | -9.8% | -32.7% | +23.0% | -9.6% |
| YTD | -27.2% | -63.8% | +36.6% | -25.9% |
| 1Y | -28.0% | -40.5% | +12.5% | -28.9% |
| 3Y | -54.5% | +50.4% | -104.9% | -58.7% |
| 5Y | -61.5% | -68.6% | +7.1% | -66.5% |
| All | -42.7% | -58.6% | +15.9% | -47.5% |
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 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