+90.0%
RSG vs EOSE
-70.0%
+160.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | 0.0% | +1.8% | -1.8% | 0.0% |
| 30D | +4.0% | -6.8% | +10.8% | +4.0% |
| 3M | +7.4% | -36.3% | +43.7% | +7.7% |
| 6M | +0.1% | -38.8% | +38.9% | +0.2% |
| YTD | +6.0% | -65.5% | +71.6% | +6.7% |
| 1Y | -3.0% | -45.3% | +42.3% | -3.6% |
| 3Y | +56.5% | +44.2% | +12.3% | +48.9% |
| All | +90.0% | -70.0% | +160.0% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling