+455.3%
PL vs EOSE
-16.7%
+472.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -7.4% | +17.8% | +11.9% |
| 7D | -6.8% | -7.9% | +1.1% | -5.7% |
| 30D | -29.3% | -43.9% | +14.6% | -21.3% |
| 3M | -44.8% | -55.8% | +11.1% | -36.2% |
| 6M | -68.4% | -73.4% | +5.0% | -59.9% |
| YTD | -36.4% | -84.8% | +48.5% | -14.5% |
| 1Y | +0.7% | -88.6% | +89.3% | +42.1% |
| 3Y | +455.3% | -2.8% | +458.1% | +403.3% |
| All | +455.3% | -16.7% | +472.1% | +403.3% |
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