+378.2%
RCL vs EOSE
-61.3%
+439.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -11.0% | -1.1% |
| 7D | -5.1% | +19.0% | -24.1% | -6.7% |
| 30D | -19.0% | +1.6% | -20.6% | -19.4% |
| 3M | -9.6% | -52.0% | +42.4% | -4.7% |
| 6M | -6.7% | -42.5% | +35.8% | -4.4% |
| YTD | -3.9% | -66.1% | +62.2% | +1.2% |
| 1Y | -25.1% | -47.1% | +22.0% | -25.5% |
| 3Y | +179.1% | +0.8% | +178.3% | +135.9% |
| 5Y | +243.3% | -71.7% | +315.0% | +172.7% |
| All | +378.2% | -61.3% | +439.6% | +346.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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