+415.3%
PR vs EOSE
-71.7%
+486.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.9% | -12.5% | -2.3% |
| 7D | +2.9% | +19.0% | -16.1% | +1.6% |
| 30D | +18.0% | +1.6% | +16.5% | +17.5% |
| 3M | +16.9% | -52.0% | +68.8% | +21.5% |
| 6M | +28.2% | -42.5% | +70.7% | +29.8% |
| YTD | +69.3% | -66.1% | +135.5% | +75.4% |
| 1Y | +69.5% | -47.1% | +116.6% | +66.1% |
| 3Y | +81.7% | +0.8% | +80.9% | +51.2% |
| All | +415.3% | -71.7% | +486.9% | +479.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling