-69.6%
EOSE vs RNG
-68.4%
-1.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.8% | -6.1% | +7.9% | +3.6% |
| 30D | -6.8% | +9.6% | -16.4% | -10.0% |
| 3M | -36.3% | +83.3% | -119.6% | -49.5% |
| 6M | -38.8% | +77.9% | -116.7% | -51.7% |
| YTD | -65.5% | +139.9% | -205.5% | -77.4% |
| 1Y | -45.3% | +121.7% | -166.9% | -63.0% |
| 3Y | +44.2% | +121.9% | -77.7% | -8.0% |
| All | -69.6% | -68.4% | -1.3% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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