-87.4%
EOSE vs REPL
+144.6%
-232.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.5% |
| 7D | +9.8% | +1.2% | +8.5% | +9.7% |
| 30D | -2.1% | +92.2% | -94.2% | -3.2% |
| 3M | -54.1% | +44.1% | -98.2% | -54.6% |
| 6M | -76.9% | +313.0% | -390.0% | -77.0% |
| YTD | -83.3% | +125.2% | -208.5% | -82.7% |
| 1Y | -87.4% | +143.8% | -231.2% | -87.6% |
| All | -87.4% | +144.6% | -232.0% | -87.6% |
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