+33.2%
SBUX vs EOSE
-58.6%
+91.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.8% |
| 7D | -6.3% | +15.0% | -21.2% | -6.9% |
| 30D | -3.9% | +2.5% | -6.3% | -4.2% |
| 3M | +3.3% | -33.7% | +37.0% | +4.6% |
| 6M | +1.4% | -32.7% | +34.2% | +1.6% |
| YTD | +21.0% | -63.8% | +84.7% | +23.8% |
| 1Y | +22.4% | -40.5% | +63.0% | +20.6% |
| 3Y | +13.2% | +50.4% | -37.1% | -0.1% |
| 5Y | -5.2% | -68.6% | +63.4% | -19.7% |
| All | +33.2% | -58.6% | +91.8% | +21.1% |
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 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