-81.0%
EOSE vs REPL
-49.0%
-32.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +9.8% | +1.2% | +8.5% | +9.6% |
| 30D | -2.1% | +92.2% | -94.2% | -6.7% |
| 3M | -54.1% | +44.1% | -98.2% | -55.4% |
| 6M | -76.9% | +313.0% | -390.0% | -80.5% |
| YTD | -83.3% | +125.2% | -208.5% | -85.9% |
| 1Y | -87.4% | +143.8% | -231.2% | -89.5% |
| 3Y | +61.9% | +104.2% | -42.3% | -15.8% |
| 5Y | -82.1% | -34.5% | -47.5% | -86.6% |
| All | -81.0% | -49.0% | -32.0% | -85.7% |
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