-84.8%
EOSE vs RL
+34.3%
-119.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.5% | +8.2% | +9.1% |
| 7D | +9.7% | +5.8% | +4.0% | +5.2% |
| 30D | -34.6% | +12.7% | -47.3% | -40.2% |
| 3M | -50.8% | +9.3% | -60.1% | -54.2% |
| 6M | -66.5% | +16.9% | -83.4% | -71.6% |
| YTD | -81.3% | +17.5% | -98.8% | -84.5% |
| 1Y | -84.8% | +34.6% | -119.5% | -90.4% |
| All | -84.8% | +34.3% | -119.2% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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