+31.9%
BABA vs EOSE
+29.9%
+2.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.4% | +4.9% | -2.1% |
| 7D | +2.4% | -8.4% | +10.8% | +2.7% |
| 30D | -7.8% | -31.0% | +23.2% | -6.3% |
| 3M | -22.4% | -57.0% | +34.7% | -19.2% |
| 6M | -26.0% | -78.3% | +52.3% | -20.2% |
| YTD | -29.3% | -84.8% | +55.5% | -23.4% |
| 1Y | -37.5% | -90.9% | +53.4% | -30.8% |
| 3Y | +31.9% | +35.9% | -4.0% | +27.8% |
| All | +31.9% | +29.9% | +2.1% | +27.8% |
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