-87.3%
EOSE vs NYT
+11.3%
-98.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -1.4% | -10.8% | -12.2% |
| 7D | -5.1% | -5.5% | +0.5% | -5.1% |
| 30D | -42.3% | +2.7% | -45.0% | -42.6% |
| 3M | -50.8% | +0.5% | -51.3% | -50.8% |
| 6M | -69.8% | -14.6% | -55.3% | -69.6% |
| YTD | -83.6% | -4.4% | -79.2% | -83.9% |
| 1Y | -87.3% | +15.2% | -102.5% | -90.2% |
| All | -87.3% | +11.3% | -98.7% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling