-60.4%
EOSE vs RBA
+45.8%
-106.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.4% |
| 7D | +14.0% | -3.3% | +17.3% | +15.9% |
| 30D | -5.9% | -9.8% | +3.9% | -1.0% |
| 3M | -34.3% | -23.5% | -10.8% | -25.5% |
| 6M | -37.8% | -21.5% | -16.2% | -30.6% |
| YTD | -65.2% | -21.2% | -44.0% | -61.6% |
| 1Y | -41.9% | -30.2% | -11.7% | -31.6% |
| 3Y | +44.6% | +25.3% | +19.2% | +28.4% |
| 5Y | -69.2% | +35.1% | -104.3% | -74.4% |
| All | -60.4% | +45.8% | -106.2% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling