-60.8%
EOSE vs QSR
+79.1%
-139.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | +1.8% | -4.0% | +5.8% | +4.2% |
| 30D | -6.8% | +2.8% | -9.6% | -8.7% |
| 3M | -36.3% | +5.1% | -41.4% | -39.3% |
| 6M | -38.8% | +8.8% | -47.6% | -44.1% |
| YTD | -65.5% | +14.8% | -80.4% | -70.7% |
| 1Y | -45.3% | +25.7% | -71.0% | -57.0% |
| 3Y | +44.2% | +27.5% | +16.6% | +8.6% |
| 5Y | -69.5% | +41.3% | -110.8% | -81.6% |
| All | -60.8% | +79.1% | -139.9% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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