+841.0%
JBL vs EOSE
-58.6%
+899.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | 0.0% |
| 7D | +4.0% | +15.0% | -11.0% | +2.7% |
| 30D | -7.5% | +2.5% | -10.0% | -8.0% |
| 3M | -14.1% | -33.7% | +19.6% | -11.9% |
| 6M | +25.9% | -32.7% | +58.6% | +27.6% |
| YTD | +36.7% | -63.8% | +100.4% | +43.2% |
| 1Y | +49.0% | -40.5% | +89.5% | +49.0% |
| 3Y | +191.8% | +50.4% | +141.4% | +153.4% |
| 5Y | +409.8% | -68.6% | +478.3% | +333.1% |
| All | +841.0% | -58.6% | +899.7% | +755.8% |
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