+516.5%
PL vs EOSE
+48.1%
+468.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.2% | -1.8% |
| 7D | +10.0% | +9.8% | +0.3% | +7.6% |
| 30D | -2.3% | -2.1% | -0.2% | -3.0% |
| 3M | -44.2% | -54.1% | +9.9% | -36.0% |
| 6M | -66.1% | -76.9% | +10.8% | -55.7% |
| YTD | -30.0% | -83.3% | +53.4% | -7.2% |
| 1Y | +21.0% | -87.4% | +108.5% | +68.8% |
| 3Y | +516.5% | +61.9% | +454.7% | +415.7% |
| All | +516.5% | +48.1% | +468.5% | +415.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling