-58.8%
EOSE vs RUN
-83.4%
+24.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -1.7% |
| 7D | +15.0% | -1.8% | +16.7% | +15.9% |
| 30D | +2.5% | -10.8% | +13.3% | +7.5% |
| 3M | -33.7% | -30.2% | -3.5% | -24.2% |
| 6M | -32.7% | -22.3% | -10.4% | -26.7% |
| YTD | -63.8% | -52.2% | -11.6% | -54.8% |
| 1Y | -40.5% | -45.1% | +4.6% | -29.9% |
| 3Y | +50.4% | -37.1% | +87.5% | +9.0% |
| 5Y | -68.6% | -80.3% | +11.7% | -66.0% |
| All | -58.8% | -83.4% | +24.6% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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