+138.3%
ADI vs EOSE
-70.0%
+208.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.9% |
| 7D | +4.6% | +1.8% | +2.8% | +4.4% |
| 30D | -1.2% | -6.8% | +5.7% | -1.0% |
| 3M | -7.8% | -36.3% | +28.5% | -5.5% |
| 6M | +19.3% | -38.8% | +58.1% | +21.3% |
| YTD | +40.9% | -65.5% | +106.4% | +47.0% |
| 1Y | +54.5% | -45.3% | +99.8% | +53.5% |
| 3Y | +123.4% | +44.2% | +79.3% | +90.7% |
| All | +138.3% | -70.0% | +208.3% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling