-87.4%
EOSE vs ALLY
-1.0%
-86.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +4.7% |
| 7D | +9.8% | +0.4% | +9.4% | +9.8% |
| 30D | -2.1% | +5.2% | -7.3% | -5.6% |
| 3M | -54.1% | -13.3% | -40.8% | -48.1% |
| 6M | -76.9% | -6.7% | -70.3% | -75.3% |
| YTD | -83.3% | -12.8% | -70.5% | -81.3% |
| 1Y | -87.4% | +0.7% | -88.1% | -88.4% |
| All | -87.4% | -1.0% | -86.4% | -88.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling