-20.0%
ROP vs EOSE
+49.8%
-69.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.1% | -1.3% |
| 7D | -6.1% | +15.0% | -21.1% | -6.1% |
| 30D | -3.4% | +2.5% | -5.8% | -3.3% |
| 3M | +16.7% | -33.7% | +50.4% | +17.1% |
| 6M | +8.1% | -32.7% | +40.8% | +8.2% |
| YTD | -11.7% | -63.8% | +52.1% | -11.1% |
| 1Y | -24.2% | -40.5% | +16.3% | -24.5% |
| All | -20.0% | +49.8% | -69.8% | -23.0% |
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