+19.3%
RF vs EOSE
-90.5%
+109.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.7% | -0.6% |
| 7D | +0.3% | -8.4% | +8.8% | +0.5% |
| 30D | +6.2% | -31.0% | +37.1% | +7.0% |
| 3M | -7.8% | -57.0% | +49.2% | -6.2% |
| 6M | +5.9% | -78.3% | +84.2% | +9.5% |
| YTD | +9.0% | -84.8% | +93.9% | +9.7% |
| 1Y | +19.3% | -90.9% | +110.2% | +23.3% |
| All | +19.3% | -90.5% | +109.7% | +23.3% |
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