+311.0%
GOOGL vs EOSE
-58.6%
+369.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.1% |
| 7D | -1.9% | +15.0% | -16.8% | -2.6% |
| 30D | -7.5% | +2.5% | -9.9% | -7.8% |
| 3M | -9.2% | -33.7% | +24.5% | -7.9% |
| 6M | +8.1% | -32.7% | +40.8% | +8.7% |
| YTD | +5.8% | -63.8% | +69.6% | +8.5% |
| 1Y | +38.3% | -40.5% | +78.9% | +37.2% |
| 3Y | +144.8% | +50.4% | +94.4% | +120.2% |
| 5Y | +132.5% | -68.6% | +201.1% | +99.0% |
| All | +311.0% | -58.6% | +369.6% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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