-11.8%
ADSK vs EOSE
-60.6%
+48.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -2.5% | +1.8% | -4.3% | -2.7% |
| 30D | -14.9% | -6.8% | -8.0% | -14.8% |
| 3M | +3.3% | -36.3% | +39.6% | +5.2% |
| 6M | -15.7% | -38.8% | +23.1% | -14.9% |
| YTD | -28.2% | -65.5% | +37.3% | -25.9% |
| 1Y | -34.5% | -45.3% | +10.7% | -35.6% |
| 3Y | -2.9% | +44.2% | -47.1% | -18.3% |
| 5Y | -25.3% | -69.5% | +44.2% | -39.5% |
| All | -11.8% | -60.6% | +48.8% | -26.6% |
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