-57.3%
EOSE vs RPRX
+79.5%
-136.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -5.3% | +16.1% | +13.6% |
| 7D | +41.4% | -2.8% | +44.2% | +43.1% |
| 30D | +3.6% | +7.2% | -3.5% | -0.5% |
| 3M | -35.7% | +10.9% | -46.6% | -40.2% |
| 6M | -29.9% | +34.6% | -64.4% | -41.7% |
| YTD | -62.5% | +59.0% | -121.4% | -72.1% |
| 1Y | -37.4% | +72.5% | -109.9% | -56.3% |
| 3Y | +55.8% | +124.1% | -68.3% | -7.8% |
| 5Y | -67.8% | +75.9% | -143.7% | -77.6% |
| All | -57.3% | +79.5% | -136.8% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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