-89.4%
EOSE vs S
-51.7%
-37.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +9.8% | +2.0% | +7.8% | +9.3% |
| 30D | -2.1% | -2.7% | +0.7% | -0.4% |
| 3M | -54.1% | -6.9% | -47.2% | -53.1% |
| 6M | -76.9% | +38.1% | -115.0% | -79.7% |
| YTD | -83.3% | +48.0% | -131.3% | -86.1% |
| 1Y | -87.4% | +34.5% | -121.9% | -89.2% |
| 3Y | +61.9% | +38.3% | +23.5% | +32.6% |
| 5Y | -82.1% | -70.9% | -11.2% | -80.3% |
| All | -89.4% | -51.7% | -37.6% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling