+118.9%
RSP vs EOSE
-61.3%
+180.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.9% | -11.3% | -0.9% |
| 7D | -0.8% | +19.0% | -19.8% | -1.6% |
| 30D | -0.3% | +1.6% | -1.9% | -0.6% |
| 3M | +4.3% | -52.0% | +56.3% | +6.8% |
| 6M | +8.8% | -42.5% | +51.3% | +9.9% |
| YTD | +15.3% | -66.1% | +81.4% | +18.0% |
| 1Y | +18.3% | -47.1% | +65.4% | +17.8% |
| 3Y | +52.8% | +0.8% | +52.0% | +40.9% |
| 5Y | +51.7% | -71.7% | +123.4% | +32.8% |
| All | +118.9% | -61.3% | +180.2% | +104.3% |
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