+423.6%
COMP vs EOSE
+48.1%
+375.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +1.2% |
| 7D | 0.0% | +9.8% | -9.8% | -0.9% |
| 30D | +16.6% | -2.1% | +18.6% | +16.3% |
| 3M | -23.5% | -54.1% | +30.6% | -19.0% |
| 6M | +25.7% | -76.9% | +102.7% | +40.2% |
| YTD | -3.4% | -83.3% | +79.9% | +7.7% |
| 1Y | +7.6% | -87.4% | +95.0% | +22.0% |
| 3Y | +423.6% | +61.9% | +361.7% | +281.9% |
| All | +423.6% | +48.1% | +375.5% | +281.9% |
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