-60.4%
EOSE vs RRX
+73.2%
-133.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -1.9% | -2.7% |
| 7D | +14.0% | -3.7% | +17.7% | +16.7% |
| 30D | -5.9% | -9.3% | +3.4% | 0.0% |
| 3M | -34.3% | -21.8% | -12.5% | -23.5% |
| 6M | -37.8% | -22.0% | -15.7% | -27.9% |
| YTD | -65.2% | +11.9% | -77.1% | -68.0% |
| 1Y | -41.9% | +11.6% | -53.5% | -46.9% |
| 3Y | +44.6% | +2.2% | +42.4% | +27.6% |
| 5Y | -69.2% | +14.9% | -84.1% | -76.9% |
| All | -60.4% | +73.2% | -133.6% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling