+51.5%
EOSE vs RL
+198.9%
-147.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.1% | -1.0% |
| 7D | +15.0% | -0.3% | +15.2% | +15.1% |
| 30D | +2.5% | -17.5% | +20.0% | +18.1% |
| 3M | -33.7% | -14.0% | -19.7% | -26.7% |
| 6M | -32.7% | -2.0% | -30.8% | -33.0% |
| YTD | -63.8% | -4.6% | -59.2% | -63.1% |
| 1Y | -40.5% | +9.5% | -50.0% | -45.3% |
| All | +51.5% | +198.9% | -147.4% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling