-61.5%
EOSE vs RL
+479.3%
-540.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.8% | +9.4% |
| 7D | +19.0% | -0.8% | +19.8% | +19.6% |
| 30D | +1.6% | -7.8% | +9.3% | +7.3% |
| 3M | -52.0% | -4.0% | -48.0% | -51.4% |
| 6M | -42.5% | -1.9% | -40.6% | -42.4% |
| YTD | -66.1% | -0.2% | -66.0% | -66.5% |
| 1Y | -47.1% | +10.7% | -57.8% | -51.4% |
| 3Y | +0.8% | +210.8% | -210.0% | -57.4% |
| 5Y | -71.7% | +238.2% | -309.9% | -88.9% |
| All | -61.5% | +479.3% | -540.8% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling