+7.9%
D vs EOSE
-80.2%
+88.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.4% | -14.8% | -0.6% |
| 7D | -2.4% | -7.0% | +4.6% | -2.4% |
| 30D | +9.0% | -16.7% | +25.7% | +9.1% |
| 3M | +1.0% | -53.1% | +54.0% | +1.5% |
| 6M | +11.0% | -76.8% | +87.8% | +12.2% |
| YTD | +19.8% | -82.6% | +102.4% | +21.0% |
| 1Y | +16.0% | -89.3% | +105.2% | +17.8% |
| 3Y | +74.4% | +55.5% | +18.9% | +69.3% |
| 5Y | +13.5% | -81.9% | +95.4% | +4.6% |
| All | +7.9% | -80.2% | +88.1% | +6.0% |
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