+10.6%
ROP vs EOSE
-85.5%
+96.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.6% | -8.7% | +4.5% |
| 7D | +11.7% | +9.7% | +2.0% | +12.2% |
| 30D | +35.5% | -34.6% | +70.0% | +33.2% |
| 3M | +25.6% | -50.8% | +76.4% | +22.3% |
| 6M | +39.3% | -66.5% | +105.7% | +35.3% |
| YTD | +11.6% | -81.3% | +93.0% | +8.1% |
| 1Y | +10.6% | -84.8% | +95.4% | +7.2% |
| All | +10.6% | -85.5% | +96.1% | +7.2% |
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