-58.8%
EOSE vs SONY
+43.2%
-102.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.2% |
| 7D | +15.0% | -4.9% | +19.9% | +18.5% |
| 30D | +2.5% | -1.6% | +4.1% | +2.5% |
| 3M | -33.7% | +10.0% | -43.7% | -40.5% |
| 6M | -32.7% | +8.4% | -41.2% | -38.5% |
| YTD | -63.8% | -8.4% | -55.3% | -63.4% |
| 1Y | -40.5% | -18.4% | -22.2% | -34.2% |
| 3Y | +50.4% | +41.0% | +9.4% | -7.9% |
| 5Y | -68.6% | +9.3% | -77.8% | -74.4% |
| All | -58.8% | +43.2% | -102.0% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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