-81.0%
EOSE vs RL
+539.0%
-620.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.4% |
| 7D | +9.8% | +2.6% | +7.2% | +7.7% |
| 30D | -2.1% | +2.9% | -5.0% | -3.2% |
| 3M | -54.1% | 0.0% | -54.1% | -54.1% |
| 6M | -76.9% | +17.1% | -94.0% | -79.7% |
| YTD | -83.3% | +10.1% | -93.5% | -84.6% |
| 1Y | -87.4% | +17.3% | -104.8% | -89.0% |
| 3Y | +61.9% | +249.3% | -187.5% | -37.0% |
| 5Y | -82.1% | +240.9% | -323.0% | -93.3% |
| All | -81.0% | +539.0% | -620.1% | -92.0% |
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