-68.6%
EOSE vs RBA
+39.8%
-108.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | +15.0% | -1.9% | +16.9% | +16.0% |
| 30D | +2.5% | -13.0% | +15.4% | +10.1% |
| 3M | -33.7% | -23.1% | -10.6% | -24.4% |
| 6M | -32.7% | -22.6% | -10.1% | -23.9% |
| YTD | -63.8% | -20.4% | -43.4% | -60.1% |
| 1Y | -40.5% | -29.6% | -11.0% | -29.5% |
| 3Y | +50.4% | +26.6% | +23.8% | +30.3% |
| 5Y | -68.6% | +38.2% | -106.7% | -76.1% |
| All | -68.6% | +39.8% | -108.3% | -76.1% |
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