+24.5%
Q vs EOSE
-88.2%
+112.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.5% | -9.1% | -4.4% |
| 7D | +1.2% | +9.8% | -8.6% | -0.5% |
| 30D | -2.7% | -2.1% | -0.6% | -3.3% |
| 3M | -16.9% | -54.1% | +37.1% | -8.5% |
| 6M | -26.9% | -76.9% | +50.1% | -12.8% |
| YTD | +45.2% | -83.3% | +128.6% | +72.3% |
| 1Y | +38.1% | -87.4% | +125.6% | +69.0% |
| All | +24.5% | -88.2% | +112.8% | +52.2% |
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