-61.3%
BABA vs EOSE
-61.3%
0.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.6% | +0.4% |
| 7D | -4.8% | +19.0% | -23.8% | -6.2% |
| 30D | -11.9% | +1.6% | -13.5% | -12.4% |
| 3M | -9.3% | -52.0% | +42.7% | -4.8% |
| 6M | -14.2% | -42.5% | +28.3% | -12.5% |
| YTD | -22.0% | -66.1% | +44.1% | -18.0% |
| 1Y | -12.7% | -47.1% | +34.4% | -12.8% |
| 3Y | +26.7% | +0.8% | +25.9% | +10.5% |
| 5Y | -29.3% | -71.7% | +42.3% | -40.8% |
| All | -61.3% | -61.3% | 0.0% | -68.6% |
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