+3,859.7%
PR vs EOSE
-57.1%
+3,916.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.8% | -9.6% | +0.5% |
| 7D | -0.6% | +41.4% | -42.0% | -3.3% |
| 30D | +17.4% | +3.6% | +13.8% | +16.6% |
| 3M | +21.8% | -35.7% | +57.5% | +24.4% |
| 6M | +27.6% | -29.9% | +57.5% | +27.3% |
| YTD | +71.4% | -62.5% | +133.9% | +76.9% |
| 1Y | +78.3% | -37.4% | +115.7% | +72.1% |
| 3Y | +85.5% | +55.8% | +29.7% | +45.2% |
| 5Y | +422.7% | -67.8% | +490.5% | +335.9% |
| All | +3,859.7% | -57.1% | +3,916.8% | +2,713.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling