-84.8%
EOSE vs REPL
+125.1%
-210.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.2% | +12.4% | +12.6% |
| 7D | +9.7% | +28.8% | -19.1% | +9.3% |
| 30D | -34.6% | +57.3% | -91.9% | -35.1% |
| 3M | -50.8% | +73.6% | -124.4% | -51.2% |
| 6M | -66.5% | +582.8% | -649.3% | -67.4% |
| YTD | -81.3% | +112.9% | -194.2% | -81.1% |
| 1Y | -84.8% | +130.7% | -215.5% | -84.5% |
| All | -84.8% | +125.1% | -210.0% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling