+180.8%
RF vs EOSE
-61.3%
+242.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -10.9% | -0.6% |
| 7D | +1.3% | +19.0% | -17.7% | +0.4% |
| 30D | -3.6% | +1.6% | -5.2% | -3.9% |
| 3M | +8.1% | -52.0% | +60.1% | +11.3% |
| 6M | +11.5% | -42.5% | +54.0% | +12.7% |
| YTD | +15.6% | -66.1% | +81.7% | +18.7% |
| 1Y | +15.7% | -47.1% | +62.8% | +15.1% |
| 3Y | +86.9% | +0.8% | +86.1% | +67.9% |
| 5Y | +89.8% | -71.7% | +161.5% | +62.7% |
| All | +180.8% | -61.3% | +242.1% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling