-84.8%
EOSE vs RJF
+7.8%
-92.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.3% | +8.3% | +8.8% |
| 7D | +9.7% | +7.2% | +2.6% | +3.5% |
| 30D | -34.6% | +4.9% | -39.5% | -37.2% |
| 3M | -50.8% | -5.5% | -45.3% | -48.4% |
| 6M | -66.5% | +8.0% | -74.4% | -69.5% |
| YTD | -81.3% | +6.2% | -87.5% | -83.5% |
| 1Y | -84.8% | +7.8% | -92.6% | -87.2% |
| All | -84.8% | +7.8% | -92.6% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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