+39.7%
RIG vs EOSE
-85.5%
+125.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +12.6% | -20.3% | -8.1% |
| 7D | -18.8% | +9.7% | -28.5% | -19.1% |
| 30D | -1.1% | -34.6% | +33.5% | +0.6% |
| 3M | +4.4% | -50.8% | +55.2% | +7.1% |
| 6M | -20.8% | -66.5% | +45.7% | -18.1% |
| YTD | +32.0% | -81.3% | +113.3% | +37.6% |
| 1Y | +39.7% | -84.8% | +124.6% | +48.4% |
| All | +39.7% | -85.5% | +125.2% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling