+5.7%
ROP vs EOSE
-60.6%
+66.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -4.6% | +1.8% | -6.4% | -4.6% |
| 30D | -1.7% | -6.8% | +5.1% | -1.7% |
| 3M | +17.1% | -36.3% | +53.4% | +17.8% |
| 6M | +10.9% | -38.8% | +49.6% | +11.2% |
| YTD | -12.1% | -65.5% | +53.4% | -11.0% |
| 1Y | -24.2% | -45.3% | +21.0% | -24.7% |
| 3Y | -20.4% | +44.2% | -64.5% | -25.0% |
| 5Y | -15.4% | -69.5% | +54.1% | -23.3% |
| All | +5.7% | -60.6% | +66.3% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling