-82.6%
EOSE vs RBA
+45.7%
-128.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.0% |
| 7D | +9.8% | +1.7% | +8.0% | +8.9% |
| 30D | -2.1% | +8.3% | -10.4% | -6.2% |
| 3M | -54.1% | +10.5% | -64.6% | -56.8% |
| 6M | -76.9% | -5.9% | -71.1% | -76.5% |
| YTD | -83.3% | -6.9% | -76.5% | -83.2% |
| 1Y | -87.4% | -4.9% | -82.6% | -87.5% |
| 3Y | +61.9% | +64.5% | -2.6% | +20.4% |
| All | -82.6% | +45.7% | -128.4% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling