+640.8%
APP vs EOSE
+36.5%
+604.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.8% | -13.5% | -3.9% |
| 7D | +0.1% | +41.4% | -41.4% | -4.2% |
| 30D | -10.0% | +3.6% | -13.6% | -10.9% |
| 3M | -44.6% | -35.7% | -8.9% | -42.6% |
| 6M | -37.9% | -29.9% | -8.0% | -37.6% |
| YTD | -53.7% | -62.5% | +8.8% | -50.6% |
| 1Y | -43.0% | -37.4% | -5.6% | -44.1% |
| 3Y | +640.8% | +55.8% | +585.0% | +453.8% |
| All | +640.8% | +36.5% | +604.3% | +453.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling