-47.1%
EOSE vs S
+10.1%
-57.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.4% | +10.5% | +10.7% |
| 7D | +19.0% | -7.7% | +26.7% | +21.7% |
| 30D | +1.6% | -5.3% | +6.9% | +2.6% |
| 3M | -52.0% | +20.3% | -72.2% | -55.1% |
| 6M | -42.5% | +47.4% | -89.9% | -49.7% |
| YTD | -66.1% | +32.5% | -98.7% | -68.9% |
| 1Y | -47.1% | +9.5% | -56.7% | -42.3% |
| All | -47.1% | +10.1% | -57.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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