+500.2%
P vs EOSE
-61.3%
+561.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.9% | -9.5% | +0.2% |
| 7D | +6.5% | +19.0% | -12.5% | +4.2% |
| 30D | +18.8% | +1.6% | +17.3% | +18.1% |
| 3M | +26.7% | -52.0% | +78.7% | +35.7% |
| 6M | +62.2% | -42.5% | +104.7% | +67.5% |
| YTD | +48.5% | -66.1% | +114.6% | +60.0% |
| 1Y | +26.4% | -47.1% | +73.5% | +27.8% |
| 3Y | +159.4% | +0.8% | +158.6% | +121.5% |
| 5Y | +275.8% | -71.7% | +347.5% | +221.1% |
| All | +500.2% | -61.3% | +561.5% | +445.1% |
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