+138.5%
IR vs EOSE
-82.0%
+220.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.0% | +9.3% | +0.7% |
| 7D | +4.3% | -3.7% | +8.0% | +4.3% |
| 30D | +8.1% | -22.0% | +30.1% | +8.9% |
| 3M | +0.7% | -57.3% | +58.0% | +4.1% |
| 6M | +16.6% | -77.7% | +94.3% | +23.7% |
| YTD | +7.8% | -84.2% | +92.0% | +14.4% |
| 1Y | +9.9% | -89.5% | +99.4% | +18.7% |
| 3Y | +25.2% | +41.4% | -16.2% | +11.6% |
| 5Y | +46.8% | -83.0% | +129.8% | +28.1% |
| All | +138.5% | -82.0% | +220.5% | +132.3% |
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