-61.5%
EOSE vs ALLY
+93.2%
-154.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.5% | +10.6% |
| 7D | +19.0% | +3.7% | +15.3% | +16.4% |
| 30D | +1.6% | -2.3% | +3.8% | +3.4% |
| 3M | -52.0% | +3.8% | -55.8% | -53.0% |
| 6M | -42.5% | +9.7% | -52.2% | -45.7% |
| YTD | -66.1% | -1.4% | -64.7% | -65.9% |
| 1Y | -47.1% | +8.2% | -55.4% | -49.7% |
| 3Y | +0.8% | +66.5% | -65.7% | -31.5% |
| 5Y | -71.7% | +1.2% | -72.9% | -73.7% |
| All | -61.5% | +93.2% | -154.7% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling