-60.8%
EOSE vs RJF
+263.4%
-324.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.8% | -2.7% | +4.5% | +4.0% |
| 30D | -6.8% | -4.3% | -2.6% | -3.7% |
| 3M | -36.3% | +15.7% | -52.0% | -43.9% |
| 6M | -38.8% | +17.8% | -56.6% | -46.9% |
| YTD | -65.5% | +9.2% | -74.7% | -68.1% |
| 1Y | -45.3% | +2.8% | -48.1% | -46.9% |
| 3Y | +44.2% | +69.5% | -25.3% | -10.6% |
| 5Y | -69.5% | +105.9% | -175.4% | -82.8% |
| All | -60.8% | +263.4% | -324.2% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling