-83.0%
EOSE vs REPL
-35.3%
-47.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.9% | -10.0% | -9.1% |
| 7D | -3.7% | +9.8% | -13.5% | -4.4% |
| 30D | -22.0% | +81.5% | -103.5% | -24.8% |
| 3M | -57.3% | +44.2% | -101.5% | -58.4% |
| 6M | -77.7% | +437.4% | -515.1% | -80.9% |
| YTD | -84.2% | +126.1% | -210.3% | -86.2% |
| 1Y | -89.5% | +143.1% | -232.7% | -90.9% |
| 3Y | +41.4% | +97.8% | -56.4% | -19.4% |
| 5Y | -83.0% | -34.3% | -48.7% | -88.1% |
| All | -83.0% | -35.3% | -47.7% | -88.1% |
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