-61.5%
EOSE vs ARWR
+49.6%
-111.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.2% | +11.0% | +10.9% |
| 7D | +19.0% | +1.7% | +17.3% | +18.4% |
| 30D | +1.6% | -0.7% | +2.2% | +2.0% |
| 3M | -52.0% | +14.9% | -66.9% | -54.6% |
| 6M | -42.5% | +32.6% | -75.1% | -49.0% |
| YTD | -66.1% | +30.0% | -96.2% | -70.0% |
| 1Y | -47.1% | +208.4% | -255.5% | -66.9% |
| 3Y | +0.8% | +208.8% | -208.0% | -46.8% |
| 5Y | -71.7% | +27.8% | -99.5% | -79.8% |
| All | -61.5% | +49.6% | -111.1% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling