+515.1%
P vs EOSE
-82.7%
+597.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | 0.0% |
| 7D | -13.3% | -8.4% | -4.9% | -12.5% |
| 30D | -34.0% | -31.0% | -3.0% | -31.4% |
| 3M | +4.1% | -57.0% | +61.1% | +12.9% |
| 6M | +30.5% | -78.3% | +108.8% | +50.8% |
| YTD | +52.2% | -84.8% | +137.0% | +77.8% |
| 1Y | +10.3% | -90.9% | +101.2% | +35.0% |
| 3Y | +180.9% | +35.9% | +144.9% | +132.9% |
| 5Y | +259.7% | -84.1% | +343.8% | +225.0% |
| All | +515.1% | -82.7% | +597.7% | +505.7% |
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