-47.1%
EOSE vs RJF
+7.8%
-55.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.6% | +12.4% | +12.2% |
| 7D | +19.0% | -0.6% | +19.6% | +19.5% |
| 30D | +1.6% | -1.3% | +2.8% | +2.4% |
| 3M | -52.0% | +18.9% | -70.9% | -59.8% |
| 6M | -42.5% | +15.0% | -57.6% | -50.2% |
| YTD | -66.1% | +12.2% | -78.4% | -70.0% |
| 1Y | -47.1% | +5.6% | -52.8% | -52.3% |
| All | -47.1% | +7.8% | -55.0% | -52.3% |
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