+488.3%
PL vs EOSE
+40.6%
+447.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.9% | -12.1% | -3.5% |
| 7D | -9.3% | +19.0% | -28.3% | -12.9% |
| 30D | -18.9% | +1.6% | -20.5% | -19.7% |
| 3M | -58.4% | -52.0% | -6.4% | -52.2% |
| 6M | -30.3% | -42.5% | +12.2% | -24.4% |
| YTD | -8.1% | -66.1% | +58.0% | +7.0% |
| 1Y | +180.5% | -47.1% | +227.6% | +200.3% |
| All | +488.3% | +40.6% | +447.7% | +376.1% |
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 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