-60.8%
EOSE vs NYT
+76.2%
-137.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +1.8% | -0.6% | +2.4% | +2.2% |
| 30D | -6.8% | +4.6% | -11.4% | -8.9% |
| 3M | -36.3% | -9.6% | -26.7% | -33.6% |
| 6M | -38.8% | -14.0% | -24.8% | -35.2% |
| YTD | -65.5% | -2.8% | -62.7% | -66.3% |
| 1Y | -45.3% | +15.6% | -60.9% | -51.9% |
| 3Y | +44.2% | +56.3% | -12.2% | +3.1% |
| 5Y | -69.5% | +39.5% | -109.0% | -79.7% |
| All | -60.8% | +76.2% | -137.0% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling