+84.4%
PL vs EOSE
-40.3%
+124.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.5% | -4.7% |
| 7D | -7.5% | +41.4% | -49.0% | -16.9% |
| 30D | -25.6% | +3.6% | -29.2% | -27.1% |
| 3M | -45.6% | -35.7% | -9.9% | -40.3% |
| 6M | -29.5% | -29.9% | +0.3% | -24.6% |
| YTD | -9.7% | -62.5% | +52.8% | +9.2% |
| 1Y | +84.4% | -37.4% | +121.8% | +134.9% |
| All | +84.4% | -40.3% | +124.6% | +134.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling