-81.0%
EOSE vs ALLY
+70.8%
-151.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.0% |
| 7D | +9.8% | +0.4% | +9.4% | +9.9% |
| 30D | -2.1% | +5.2% | -7.3% | -4.7% |
| 3M | -54.1% | -13.3% | -40.8% | -49.1% |
| 6M | -76.9% | -6.7% | -70.3% | -75.6% |
| YTD | -83.3% | -12.8% | -70.5% | -81.7% |
| 1Y | -87.4% | +0.7% | -88.1% | -87.4% |
| 3Y | +61.9% | +65.2% | -3.3% | +10.4% |
| 5Y | -82.1% | -10.1% | -71.9% | -81.8% |
| All | -81.0% | +70.8% | -151.9% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling