-81.0%
EOSE vs ARWR
-17.2%
-63.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.0% |
| 7D | +9.8% | -17.8% | +27.6% | +17.0% |
| 30D | -2.1% | -18.1% | +16.1% | +5.0% |
| 3M | -54.1% | -44.2% | -9.9% | -43.6% |
| 6M | -76.9% | -38.6% | -38.3% | -72.9% |
| YTD | -83.3% | -28.0% | -55.3% | -81.8% |
| 1Y | -87.4% | +16.1% | -103.6% | -88.8% |
| 3Y | +61.9% | +84.0% | -22.1% | +3.1% |
| 5Y | -82.1% | -35.4% | -46.7% | -83.7% |
| All | -81.0% | -17.2% | -63.8% | -82.8% |
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