-61.5%
EOSE vs RBA
+51.2%
-112.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.5% | +10.7% |
| 7D | +19.0% | -2.9% | +21.9% | +20.9% |
| 30D | +1.6% | -12.3% | +13.9% | +8.3% |
| 3M | -52.0% | -20.5% | -31.5% | -46.5% |
| 6M | -42.5% | -18.5% | -24.0% | -37.1% |
| YTD | -66.1% | -18.2% | -47.9% | -63.3% |
| 1Y | -47.1% | -27.5% | -19.6% | -38.9% |
| 3Y | +0.8% | +38.1% | -37.3% | -14.3% |
| 5Y | -71.7% | +44.8% | -116.5% | -77.1% |
| All | -61.5% | +51.2% | -112.7% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling