+113.1%
RSP vs EOSE
-60.2%
+173.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.5% |
| 7D | -3.1% | +14.0% | -17.1% | -3.7% |
| 30D | -3.4% | -5.9% | +2.5% | -3.4% |
| 3M | +3.6% | -34.3% | +37.9% | +4.8% |
| 6M | +9.0% | -37.8% | +46.7% | +9.7% |
| YTD | +12.2% | -65.2% | +77.4% | +14.6% |
| 1Y | +15.6% | -41.9% | +57.5% | +14.6% |
| 3Y | +51.6% | +44.6% | +7.1% | +37.7% |
| 5Y | +50.4% | -69.2% | +119.6% | +31.4% |
| All | +113.1% | -60.2% | +173.3% | +98.5% |
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