-60.4%
EOSE vs RJF
+263.6%
-324.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.7% | -3.0% |
| 7D | +14.0% | -4.2% | +18.2% | +17.7% |
| 30D | -5.9% | -3.6% | -2.3% | -3.3% |
| 3M | -34.3% | +15.6% | -49.9% | -42.1% |
| 6M | -37.8% | +17.6% | -55.4% | -45.9% |
| YTD | -65.2% | +9.2% | -74.4% | -67.8% |
| 1Y | -41.9% | +5.5% | -47.4% | -44.7% |
| 3Y | +44.6% | +70.3% | -25.8% | -10.7% |
| 5Y | -69.2% | +106.0% | -175.2% | -82.7% |
| All | -60.4% | +263.6% | -324.0% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling