+269.8%
BP vs EOSE
-61.3%
+331.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.9% | -10.3% | +0.3% |
| 7D | +3.9% | +19.0% | -15.1% | +3.5% |
| 30D | +7.6% | +1.6% | +6.0% | +7.5% |
| 3M | +0.7% | -52.0% | +52.7% | +2.2% |
| 6M | +15.5% | -42.5% | +58.0% | +16.1% |
| YTD | +30.8% | -66.1% | +97.0% | +32.9% |
| 1Y | +34.3% | -47.1% | +81.4% | +33.8% |
| 3Y | +35.1% | +0.8% | +34.3% | +26.5% |
| 5Y | +126.8% | -71.7% | +198.5% | +108.9% |
| All | +269.8% | -61.3% | +331.2% | +293.3% |
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