+16.1%
JPM vs EOSE
-85.5%
+101.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.6% | -8.5% | +3.8% |
| 7D | +3.8% | +9.7% | -6.0% | +3.5% |
| 30D | +6.5% | -34.6% | +41.0% | +7.6% |
| 3M | -1.0% | -50.8% | +49.8% | +0.8% |
| 6M | +15.5% | -66.5% | +82.0% | +18.1% |
| YTD | +11.4% | -81.3% | +92.7% | +14.3% |
| 1Y | +16.1% | -84.8% | +100.9% | +20.4% |
| All | +16.1% | -85.5% | +101.5% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling