+165.3%
RSG vs EOSE
-60.2%
+225.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | -0.6% |
| 7D | -1.8% | +14.0% | -15.8% | -1.9% |
| 30D | +2.8% | -5.9% | +8.7% | +2.8% |
| 3M | +4.3% | -34.3% | +38.6% | +4.5% |
| 6M | -0.5% | -37.8% | +37.2% | -0.5% |
| YTD | +5.2% | -65.2% | +70.4% | +5.7% |
| 1Y | -2.1% | -41.9% | +39.8% | -2.7% |
| 3Y | +56.5% | +44.6% | +11.9% | +51.4% |
| 5Y | +89.5% | -69.2% | +158.7% | +72.9% |
| All | +165.3% | -60.2% | +225.5% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling