-57.3%
EOSE vs RRC
+575.7%
-633.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.3% | +11.1% | +10.9% |
| 7D | +41.4% | -1.2% | +42.7% | +42.0% |
| 30D | +3.6% | +9.4% | -5.8% | 0.0% |
| 3M | -35.7% | +7.4% | -43.1% | -38.0% |
| 6M | -29.9% | +1.5% | -31.3% | -31.6% |
| YTD | -62.5% | +19.4% | -81.9% | -65.9% |
| 1Y | -37.4% | +24.2% | -61.6% | -44.0% |
| 3Y | +55.8% | +32.8% | +23.0% | +35.3% |
| 5Y | -67.8% | +152.9% | -220.7% | -75.0% |
| All | -57.3% | +575.7% | -633.0% | -70.2% |
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