-57.3%
EOSE vs RVTY
-1.1%
-56.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.4% | +13.2% | +12.1% |
| 7D | +41.4% | +0.4% | +41.1% | +41.3% |
| 30D | +3.6% | +10.8% | -7.2% | -1.9% |
| 3M | -35.7% | +26.8% | -62.5% | -44.6% |
| 6M | -29.9% | +39.3% | -69.2% | -43.1% |
| YTD | -62.5% | +31.6% | -94.1% | -68.8% |
| 1Y | -37.4% | +47.7% | -85.1% | -51.1% |
| 3Y | +55.8% | +19.9% | +35.9% | +29.5% |
| 5Y | -67.8% | -32.3% | -35.5% | -65.3% |
| All | -57.3% | -1.1% | -56.2% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling