-60.4%
EOSE vs ALLY
+86.3%
-146.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.4% |
| 7D | +14.0% | -3.3% | +17.3% | +16.2% |
| 30D | -5.9% | -4.1% | -1.8% | -3.2% |
| 3M | -34.3% | +1.4% | -35.7% | -34.6% |
| 6M | -37.8% | +14.4% | -52.1% | -43.0% |
| YTD | -65.2% | -4.9% | -60.3% | -64.2% |
| 1Y | -41.9% | +5.5% | -47.5% | -43.9% |
| 3Y | +44.6% | +66.0% | -21.5% | -2.0% |
| 5Y | -69.2% | -2.4% | -66.8% | -70.8% |
| All | -60.4% | +86.3% | -146.7% | -55.3% |
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