+166.2%
EOG vs EOSE
-70.0%
+236.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.5% | +1.8% | -0.3% | +1.4% |
| 30D | +2.9% | -6.8% | +9.8% | +3.0% |
| 3M | +8.7% | -36.3% | +45.0% | +9.6% |
| 6M | +12.9% | -38.8% | +51.7% | +13.3% |
| YTD | +43.8% | -65.5% | +109.4% | +46.1% |
| 1Y | +27.1% | -45.3% | +72.4% | +26.0% |
| 3Y | +25.9% | +44.2% | -18.3% | +14.6% |
| All | +166.2% | -70.0% | +236.2% | +156.2% |
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