+239.6%
ALL vs EOSE
-81.0%
+320.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.2% | +0.3% |
| 7D | +5.0% | +9.8% | -4.7% | +5.0% |
| 30D | +13.3% | -2.1% | +15.4% | +13.3% |
| 3M | +3.2% | -54.1% | +57.3% | +3.6% |
| 6M | +25.3% | -76.9% | +102.3% | +26.7% |
| YTD | +30.5% | -83.3% | +113.8% | +31.7% |
| 1Y | +29.2% | -87.4% | +116.6% | +31.0% |
| 3Y | +119.1% | +61.9% | +57.2% | +106.4% |
| 5Y | +162.6% | -82.1% | +244.7% | +141.5% |
| All | +239.6% | -81.0% | +320.5% | +231.2% |
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