-30.2%
RIG vs EOSE
+42.6%
-72.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -3.1% | +1.8% | -4.9% | -3.2% |
| 30D | -0.5% | -6.8% | +6.3% | -0.5% |
| 3M | -6.0% | -36.3% | +30.3% | -4.9% |
| 6M | -10.1% | -38.8% | +28.6% | -9.7% |
| YTD | +37.3% | -65.5% | +102.8% | +40.1% |
| 1Y | +73.9% | -45.3% | +119.2% | +74.0% |
| 3Y | -30.2% | +44.2% | -74.3% | -40.0% |
| All | -30.2% | +42.6% | -72.8% | -40.0% |
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