+230.8%
RDW vs EOSE
+42.6%
+188.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | +0.9% | +1.8% | -0.9% | +0.3% |
| 30D | -21.3% | -6.8% | -14.4% | -20.4% |
| 3M | -37.9% | -36.3% | -1.6% | -30.5% |
| 6M | +12.3% | -38.8% | +51.0% | +25.7% |
| YTD | +39.7% | -65.5% | +105.3% | +73.3% |
| 1Y | +25.7% | -45.3% | +71.0% | +34.7% |
| 3Y | +230.8% | +44.2% | +186.7% | +123.4% |
| All | +230.8% | +42.6% | +188.2% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling