-60.8%
EOSE vs RVTY
-3.2%
-57.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.5% |
| 7D | +1.8% | -4.5% | +6.3% | +4.2% |
| 30D | -6.8% | +5.5% | -12.3% | -9.4% |
| 3M | -36.3% | +22.5% | -58.8% | -43.9% |
| 6M | -38.8% | +38.9% | -77.6% | -50.3% |
| YTD | -65.5% | +28.7% | -94.3% | -71.0% |
| 1Y | -45.3% | +45.5% | -90.8% | -56.9% |
| 3Y | +44.2% | +16.4% | +27.8% | +21.9% |
| 5Y | -69.5% | -32.7% | -36.8% | -66.8% |
| All | -60.8% | -3.2% | -57.5% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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