+69.9%
PR vs EOSE
-90.5%
+160.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.4% | +0.6% |
| 7D | -9.5% | -8.4% | -1.1% | -9.7% |
| 30D | -5.7% | -31.0% | +25.3% | -6.7% |
| 3M | +3.0% | -57.0% | +60.0% | +0.3% |
| 6M | +11.8% | -78.3% | +90.1% | +6.8% |
| YTD | +58.5% | -84.8% | +143.3% | +52.5% |
| 1Y | +69.9% | -90.9% | +160.8% | +65.4% |
| All | +69.9% | -90.5% | +160.4% | +65.4% |
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