+113.5%
IR vs EOSE
-61.3%
+174.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.6% | +0.7% |
| 7D | -2.8% | +19.0% | -21.8% | -3.8% |
| 30D | -15.1% | +1.6% | -16.7% | -15.4% |
| 3M | +6.1% | -52.0% | +58.0% | +9.3% |
| 6M | -16.8% | -42.5% | +25.7% | -15.8% |
| YTD | -3.5% | -66.1% | +62.6% | -0.8% |
| 1Y | -3.5% | -47.1% | +43.6% | -4.0% |
| 3Y | +9.5% | +0.8% | +8.7% | 0.0% |
| 5Y | +45.1% | -71.7% | +116.7% | +23.1% |
| All | +113.5% | -61.3% | +174.8% | +101.6% |
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