+18.4%
RMD vs EOSE
-57.1%
+75.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.8% | -14.0% | -3.6% |
| 7D | -4.5% | +41.4% | -45.9% | -5.8% |
| 30D | +4.6% | +3.6% | +1.0% | +4.3% |
| 3M | +14.8% | -35.7% | +50.5% | +16.0% |
| 6M | -12.1% | -29.9% | +17.8% | -12.1% |
| YTD | -7.5% | -62.5% | +55.0% | -5.9% |
| 1Y | -20.1% | -37.4% | +17.3% | -21.3% |
| 3Y | +53.9% | +55.8% | -1.9% | +37.4% |
| 5Y | -22.2% | -67.8% | +45.6% | -31.9% |
| All | +18.4% | -57.1% | +75.5% | +10.0% |
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 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