+87.0%
PR vs EOSE
-85.5%
+172.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +12.6% | -19.2% | -6.0% |
| 7D | -12.1% | +9.7% | -21.9% | -11.7% |
| 30D | +0.9% | -34.6% | +35.5% | 0.0% |
| 3M | +10.1% | -50.8% | +60.9% | +8.3% |
| 6M | +1.1% | -66.5% | +67.6% | -1.0% |
| YTD | +63.7% | -81.3% | +145.0% | +60.0% |
| 1Y | +87.0% | -84.8% | +171.8% | +83.4% |
| All | +87.0% | -85.5% | +172.5% | +83.4% |
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