-76.9%
EOSE vs S
+41.8%
-118.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +9.8% | +2.0% | +7.8% | +9.4% |
| 30D | -2.1% | -2.7% | +0.7% | +0.1% |
| 3M | -54.1% | -6.9% | -47.2% | -51.2% |
| 6M | -76.9% | +38.1% | -115.0% | -79.1% |
| All | -76.9% | +41.8% | -118.7% | -79.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling