-82.1%
OPEN vs EOSE
-60.6%
-21.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -11.4% | +1.8% | -13.2% | -12.0% |
| 30D | -20.1% | -6.8% | -13.2% | -19.4% |
| 3M | -37.6% | -36.3% | -1.3% | -32.3% |
| 6M | -47.1% | -38.8% | -8.3% | -44.2% |
| YTD | -52.1% | -65.5% | +13.4% | -45.0% |
| 1Y | -73.5% | -45.3% | -28.2% | -73.9% |
| 3Y | -24.4% | +44.2% | -68.6% | -52.2% |
| 5Y | -85.1% | -69.5% | -15.6% | -90.0% |
| All | -82.1% | -60.6% | -21.4% | -87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling