-60.8%
EOSE vs RRX
+79.6%
-140.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -3.2% |
| 7D | +1.8% | -0.3% | +2.2% | +2.0% |
| 30D | -6.8% | -6.1% | -0.7% | -3.0% |
| 3M | -36.3% | -23.1% | -13.2% | -25.3% |
| 6M | -38.8% | -19.5% | -19.2% | -30.5% |
| YTD | -65.5% | +16.1% | -81.6% | -69.0% |
| 1Y | -45.3% | +12.9% | -58.2% | -50.4% |
| 3Y | +44.2% | +7.9% | +36.2% | +22.7% |
| 5Y | -69.5% | +19.1% | -88.6% | -77.6% |
| All | -60.8% | +79.6% | -140.4% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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