-15.5%
DOW vs EOSE
-58.6%
+43.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | -6.0% | +15.0% | -21.0% | -6.5% |
| 30D | -2.7% | +2.5% | -5.2% | -3.0% |
| 3M | -10.5% | -33.7% | +23.2% | -9.6% |
| 6M | -12.4% | -32.7% | +20.3% | -12.2% |
| YTD | +30.0% | -63.8% | +93.8% | +32.6% |
| 1Y | +27.8% | -40.5% | +68.3% | +26.7% |
| 3Y | -34.9% | +50.4% | -85.3% | -40.8% |
| 5Y | -35.9% | -68.6% | +32.7% | -42.7% |
| All | -15.5% | -58.6% | +43.1% | -18.5% |
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 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