-68.6%
EOSE vs ARWR
+25.7%
-94.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -2.4% |
| 7D | +15.0% | -3.2% | +18.2% | +16.3% |
| 30D | +2.5% | -6.5% | +8.9% | +5.2% |
| 3M | -33.7% | +12.7% | -46.4% | -36.9% |
| 6M | -32.7% | +36.2% | -68.9% | -41.0% |
| YTD | -63.8% | +24.5% | -88.2% | -67.4% |
| 1Y | -40.5% | +198.0% | -238.5% | -62.5% |
| 3Y | +50.4% | +176.4% | -126.0% | -16.8% |
| 5Y | -68.6% | +26.6% | -95.1% | -77.9% |
| All | -68.6% | +25.7% | -94.2% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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