-60.8%
EOSE vs RRC
+565.4%
-626.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +1.8% | -1.8% | +3.6% | +2.5% |
| 30D | -6.8% | +2.7% | -9.5% | -7.9% |
| 3M | -36.3% | +8.8% | -45.1% | -38.9% |
| 6M | -38.8% | -1.2% | -37.6% | -39.6% |
| YTD | -65.5% | +17.6% | -83.1% | -68.5% |
| 1Y | -45.3% | +18.4% | -63.7% | -50.1% |
| 3Y | +44.2% | +33.1% | +11.1% | +25.1% |
| 5Y | -69.5% | +148.2% | -217.7% | -76.2% |
| All | -60.8% | +565.4% | -626.2% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling