+89.8%
RF vs EOSE
-68.2%
+158.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -1.7% |
| 7D | +2.7% | +41.4% | -38.8% | +0.7% |
| 30D | -3.4% | +3.6% | -7.0% | -3.8% |
| 3M | +6.4% | -35.7% | +42.1% | +8.0% |
| 6M | +13.4% | -29.9% | +43.3% | +13.5% |
| YTD | +14.2% | -62.5% | +76.7% | +16.9% |
| 1Y | +15.7% | -37.4% | +53.1% | +13.9% |
| 3Y | +91.3% | +55.8% | +35.5% | +66.0% |
| 5Y | +89.8% | -67.8% | +157.6% | +82.8% |
| All | +89.8% | -68.2% | +158.0% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling