-68.6%
EOSE vs RL
+233.3%
-301.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.1% | -0.6% |
| 7D | +15.0% | -0.3% | +15.2% | +15.2% |
| 30D | +2.5% | -17.5% | +20.0% | +20.4% |
| 3M | -33.7% | -14.0% | -19.7% | -25.7% |
| 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% | -46.3% |
| 3Y | +50.4% | +200.5% | -150.1% | -50.7% |
| 5Y | -68.6% | +226.3% | -294.8% | -91.4% |
| All | -68.6% | +233.3% | -301.9% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling