+25.1%
RF vs EOSE
-85.5%
+110.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.6% | -11.1% | +1.2% |
| 7D | +2.3% | +9.7% | -7.5% | +2.0% |
| 30D | +7.2% | -34.6% | +41.8% | +8.4% |
| 3M | -8.2% | -50.8% | +42.6% | -6.7% |
| 6M | +7.0% | -66.5% | +73.5% | +9.4% |
| YTD | +10.3% | -81.3% | +91.6% | +11.3% |
| 1Y | +25.1% | -84.8% | +109.9% | +27.5% |
| All | +25.1% | -85.5% | +110.5% | +27.5% |
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