-60.4%
EOSE vs RL
+455.4%
-515.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.1% |
| 7D | +14.0% | -2.2% | +16.2% | +15.9% |
| 30D | -5.9% | -15.3% | +9.5% | +6.0% |
| 3M | -34.3% | -10.3% | -23.9% | -29.7% |
| 6M | -37.8% | -2.2% | -35.5% | -37.6% |
| YTD | -65.2% | -4.3% | -60.9% | -64.5% |
| 1Y | -41.9% | +8.9% | -50.8% | -46.0% |
| 3Y | +44.6% | +201.4% | -156.9% | -37.6% |
| 5Y | -69.2% | +230.6% | -299.8% | -87.6% |
| All | -60.4% | +455.4% | -515.7% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling