-22.1%
ROP vs EOSE
-49.1%
+27.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.9% | -14.4% | -3.2% |
| 7D | -4.4% | +19.0% | -23.5% | -3.9% |
| 30D | +3.2% | +1.6% | +1.7% | +3.4% |
| 3M | +23.1% | -52.0% | +75.0% | +22.6% |
| 6M | +13.3% | -42.5% | +55.8% | +13.3% |
| YTD | -7.9% | -66.1% | +58.3% | -7.8% |
| 1Y | -22.1% | -47.1% | +25.1% | -23.7% |
| All | -22.1% | -49.1% | +27.0% | -23.7% |
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