+4.4%
D vs EOSE
-61.3%
+65.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -0.5% |
| 7D | +1.5% | +19.0% | -17.6% | +1.3% |
| 30D | -2.6% | +1.6% | -4.2% | -2.6% |
| 3M | 0.0% | -52.0% | +52.0% | +0.6% |
| 6M | +7.4% | -42.5% | +49.9% | +7.6% |
| YTD | +15.9% | -66.1% | +82.0% | +16.5% |
| 1Y | +18.1% | -47.1% | +65.3% | +17.9% |
| 3Y | +58.4% | +0.8% | +57.6% | +53.8% |
| 5Y | +5.2% | -71.7% | +76.9% | -4.4% |
| All | +4.4% | -61.3% | +65.7% | +2.0% |
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