-68.6%
EOSE vs REPL
-53.9%
-14.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.4% |
| 7D | +15.0% | -9.6% | +24.5% | +15.6% |
| 30D | +2.5% | +5.7% | -3.2% | +2.1% |
| 3M | -33.7% | +56.4% | -90.1% | -36.9% |
| 6M | -32.7% | +67.4% | -100.2% | -40.5% |
| YTD | -63.8% | +48.7% | -112.4% | -67.7% |
| 1Y | -40.5% | +148.3% | -188.8% | -52.2% |
| 3Y | +50.4% | -26.7% | +77.0% | +15.7% |
| 5Y | -68.6% | -54.1% | -14.4% | -75.8% |
| All | -68.6% | -53.9% | -14.7% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling