+51.9%
QCOM vs EOSE
+54.3%
-2.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +14.4% | -12.6% | +0.4% |
| 7D | +2.0% | -7.0% | +9.0% | +2.5% |
| 30D | +1.2% | -16.7% | +18.0% | +2.3% |
| 3M | +9.1% | -53.1% | +62.2% | +15.2% |
| 6M | -25.0% | -76.8% | +51.8% | -17.1% |
| YTD | +4.8% | -82.6% | +87.5% | +15.6% |
| 1Y | +3.6% | -89.3% | +92.9% | +16.8% |
| All | +51.9% | +54.3% | -2.3% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling