-81.0%
EOSE vs RRC
+738.1%
-819.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.3% |
| 7D | +9.8% | +6.4% | +3.4% | +7.4% |
| 30D | -2.1% | +23.9% | -25.9% | -10.3% |
| 3M | -54.1% | +30.2% | -84.3% | -58.9% |
| 6M | -76.9% | +26.3% | -103.2% | -79.3% |
| YTD | -83.3% | +48.1% | -131.4% | -86.2% |
| 1Y | -87.4% | +37.7% | -125.1% | -89.3% |
| 3Y | +61.9% | +60.3% | +1.6% | +29.1% |
| 5Y | -82.1% | +135.3% | -217.4% | -86.8% |
| All | -81.0% | +738.1% | -819.1% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling