-45.3%
EOSE vs S
+8.9%
-54.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | -6.8% | -11.4% | +4.6% | -3.9% |
| 3M | -36.3% | +33.8% | -70.1% | -42.9% |
| 6M | -38.8% | +39.5% | -78.2% | -45.3% |
| YTD | -65.5% | +31.7% | -97.2% | -68.2% |
| 1Y | -45.3% | +7.0% | -52.3% | -37.7% |
| All | -45.3% | +8.9% | -54.2% | -37.7% |
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