-67.8%
EOSE vs ALLY
-0.2%
-67.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.3% | +14.1% | +13.1% |
| 7D | +41.4% | +1.0% | +40.4% | +40.2% |
| 30D | +3.6% | -3.3% | +6.9% | +6.1% |
| 3M | -35.7% | +0.5% | -36.2% | -35.8% |
| 6M | -29.9% | +12.6% | -42.4% | -35.4% |
| YTD | -62.5% | -4.7% | -57.8% | -61.4% |
| 1Y | -37.4% | +5.2% | -42.6% | -39.6% |
| 3Y | +55.8% | +66.5% | -10.7% | +1.9% |
| 5Y | -67.8% | +0.2% | -68.1% | -69.5% |
| All | -67.8% | -0.2% | -67.6% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling