+38.0%
LOW vs EOSE
-58.6%
+96.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -1.0% |
| 7D | -0.6% | +15.0% | -15.6% | -1.1% |
| 30D | -9.3% | +2.5% | -11.7% | -9.5% |
| 3M | -8.1% | -33.7% | +25.6% | -7.2% |
| 6M | -19.8% | -32.7% | +13.0% | -19.6% |
| YTD | -16.4% | -63.8% | +47.4% | -14.9% |
| 1Y | -24.7% | -40.5% | +15.9% | -25.5% |
| 3Y | -8.8% | +50.4% | -59.2% | -17.4% |
| 5Y | +7.8% | -68.6% | +76.3% | -6.1% |
| All | +38.0% | -58.6% | +96.6% | +28.9% |
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