-82.7%
EOSE vs ALLY
+68.0%
-150.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.2% | -5.2% | -5.9% |
| 7D | -8.4% | -0.7% | -7.8% | -7.5% |
| 30D | -31.0% | +1.1% | -32.1% | -31.0% |
| 3M | -57.0% | -13.2% | -43.9% | -52.5% |
| 6M | -78.3% | -13.5% | -64.8% | -75.9% |
| YTD | -84.8% | -14.3% | -70.5% | -83.2% |
| 1Y | -90.9% | -1.1% | -89.8% | -90.8% |
| 3Y | +35.9% | +62.0% | -26.1% | -6.2% |
| 5Y | -84.1% | -9.6% | -74.4% | -83.8% |
| All | -82.7% | +68.0% | -150.7% | -79.0% |
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