+50.5%
RSP vs EOSE
-69.1%
+119.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.8% |
| 7D | -1.8% | +15.0% | -16.8% | -2.5% |
| 30D | -2.5% | +2.5% | -5.0% | -2.8% |
| 3M | +3.0% | -33.7% | +36.7% | +4.2% |
| 6M | +8.9% | -32.7% | +41.6% | +9.3% |
| YTD | +13.0% | -63.8% | +76.8% | +15.5% |
| 1Y | +16.2% | -40.5% | +56.8% | +15.0% |
| 3Y | +52.7% | +50.4% | +2.3% | +36.9% |
| 5Y | +50.5% | -68.6% | +119.0% | +35.9% |
| All | +50.5% | -69.1% | +119.5% | +35.9% |
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