+41.7%
O vs EOSE
-57.1%
+98.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -0.5% |
| 7D | -0.6% | +41.4% | -42.0% | -1.1% |
| 30D | -2.0% | +3.6% | -5.6% | -2.1% |
| 3M | +3.0% | -35.7% | +38.7% | +3.5% |
| 6M | -3.6% | -29.9% | +26.2% | -3.6% |
| YTD | +12.1% | -62.5% | +74.5% | +12.8% |
| 1Y | +8.9% | -37.4% | +46.3% | +8.1% |
| 3Y | +30.3% | +55.8% | -25.5% | +24.0% |
| 5Y | +13.7% | -67.8% | +81.5% | +3.3% |
| All | +41.7% | -57.1% | +98.8% | +36.2% |
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