+210.4%
EOSE vs AS
+120.4%
+90.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.6% | +7.3% | +9.7% |
| 7D | +19.0% | -4.9% | +23.9% | +20.8% |
| 30D | +1.6% | -19.6% | +21.2% | +8.5% |
| 3M | -52.0% | -14.4% | -37.6% | -49.9% |
| 6M | -42.5% | -20.1% | -22.4% | -38.8% |
| YTD | -66.1% | -20.9% | -45.2% | -64.1% |
| 1Y | -47.1% | -21.9% | -25.3% | -44.1% |
| All | +210.4% | +120.4% | +90.0% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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