-60.4%
EOSE vs REPL
-69.2%
+8.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.4% | +4.5% | -3.3% |
| 7D | +14.0% | -13.4% | +27.4% | +15.1% |
| 30D | -5.9% | -3.0% | -2.9% | -5.8% |
| 3M | -34.3% | +56.3% | -90.6% | -38.2% |
| 6M | -37.8% | +60.9% | -98.6% | -46.2% |
| YTD | -65.2% | +36.2% | -101.4% | -69.5% |
| 1Y | -41.9% | +121.0% | -163.0% | -54.7% |
| 3Y | +44.6% | -32.8% | +77.4% | +3.6% |
| 5Y | -69.2% | -58.7% | -10.5% | -76.5% |
| All | -60.4% | -69.2% | +8.8% | -69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling