-69.2%
EOSE vs RRC
+150.0%
-219.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | +14.0% | -1.2% | +15.2% | +14.6% |
| 30D | -5.9% | +3.0% | -8.9% | -7.4% |
| 3M | -34.3% | +7.3% | -41.5% | -37.3% |
| 6M | -37.8% | +3.6% | -41.3% | -40.4% |
| YTD | -65.2% | +19.4% | -84.5% | -69.4% |
| 1Y | -41.9% | +21.4% | -63.3% | -49.4% |
| 3Y | +44.6% | +32.8% | +11.8% | +18.3% |
| 5Y | -69.2% | +152.0% | -221.2% | -79.7% |
| All | -69.2% | +150.0% | -219.1% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling