-35.7%
DOW vs EOSE
+42.6%
-78.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -1.4% | +1.8% | -3.2% | -1.5% |
| 30D | -3.9% | -6.8% | +2.9% | -3.9% |
| 3M | -12.7% | -36.3% | +23.6% | -11.8% |
| 6M | -13.7% | -38.8% | +25.1% | -13.1% |
| YTD | +28.4% | -65.5% | +93.9% | +31.1% |
| 1Y | +21.8% | -45.3% | +67.0% | +21.1% |
| 3Y | -35.7% | +44.2% | -79.9% | -40.5% |
| All | -35.7% | +42.6% | -78.3% | -40.5% |
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