-29.9%
COMP vs EOSE
-71.7%
+41.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.9% | -10.3% | -1.2% |
| 7D | +1.4% | +19.0% | -17.7% | -1.7% |
| 30D | -13.3% | +1.6% | -14.9% | -14.0% |
| 3M | +41.1% | -52.0% | +93.1% | +55.3% |
| 6M | +17.2% | -42.5% | +59.7% | +23.0% |
| YTD | +5.2% | -66.1% | +71.3% | +16.1% |
| 1Y | +18.9% | -47.1% | +66.1% | +16.3% |
| 3Y | +215.9% | +0.8% | +215.1% | +117.0% |
| All | -29.9% | -71.7% | +41.8% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling