+91.3%
RF vs EOSE
+36.5%
+54.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -1.6% |
| 7D | +2.7% | +41.4% | -38.8% | +1.2% |
| 30D | -3.4% | +3.6% | -7.0% | -3.7% |
| 3M | +6.4% | -35.7% | +42.1% | +7.6% |
| 6M | +13.4% | -29.9% | +43.3% | +13.4% |
| YTD | +14.2% | -62.5% | +76.7% | +16.1% |
| 1Y | +15.7% | -37.4% | +53.1% | +14.4% |
| 3Y | +91.3% | +55.8% | +35.5% | +64.1% |
| All | +91.3% | +36.5% | +54.8% | +64.1% |
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