-47.1%
EOSE vs NYT
+15.2%
-62.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.5% | +10.9% |
| 7D | +19.0% | -1.3% | +20.3% | +18.9% |
| 30D | +1.6% | +2.7% | -1.2% | +1.8% |
| 3M | -52.0% | -10.3% | -41.7% | -51.6% |
| 6M | -42.5% | -16.6% | -25.9% | -43.6% |
| YTD | -66.1% | -2.3% | -63.9% | -64.8% |
| 1Y | -47.1% | +15.0% | -62.1% | -44.3% |
| All | -47.1% | +15.2% | -62.4% | -44.3% |
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