+16.2%
COMP vs EOSE
-90.5%
+106.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -7.4% | +18.2% | +11.6% |
| 7D | +13.4% | -7.9% | +21.4% | +14.4% |
| 30D | +11.1% | -43.9% | +55.0% | +17.6% |
| 3M | -18.8% | -55.8% | +37.0% | -12.3% |
| 6M | +10.5% | -73.4% | +83.9% | +25.2% |
| YTD | -3.4% | -84.8% | +81.4% | +11.6% |
| All | +16.2% | -90.5% | +106.6% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling