+42.1%
RF vs EOSE
-84.9%
+127.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.1% | 0.0% |
| 7D | -0.9% | -7.9% | +7.0% | -0.6% |
| 30D | +6.0% | -43.9% | +49.9% | +8.7% |
| 3M | -8.9% | -55.8% | +46.9% | -5.8% |
| 6M | +2.3% | -73.4% | +75.7% | +7.6% |
| YTD | +7.6% | -84.8% | +92.4% | +14.5% |
| 1Y | +21.2% | -88.6% | +109.8% | +30.5% |
| 3Y | +108.5% | -2.8% | +111.3% | +84.3% |
| All | +42.1% | -84.9% | +127.0% | +31.8% |
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