-45.3%
EOSE vs NYT
+17.8%
-63.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +1.8% | -0.6% | +2.4% | +1.8% |
| 30D | -6.8% | +4.6% | -11.4% | -6.5% |
| 3M | -36.3% | -9.6% | -26.7% | -35.7% |
| 6M | -38.8% | -14.0% | -24.8% | -39.2% |
| YTD | -65.5% | -2.8% | -62.7% | -63.7% |
| 1Y | -45.3% | +15.6% | -60.9% | -37.5% |
| All | -45.3% | +17.8% | -63.1% | -37.5% |
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