+20.3%
JPM vs EOSE
-49.1%
+69.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.9% | -11.8% | -1.3% |
| 7D | +0.3% | +19.0% | -18.7% | -0.5% |
| 30D | -0.2% | +1.6% | -1.7% | -0.4% |
| 3M | +15.9% | -52.0% | +67.9% | +18.5% |
| 6M | +20.9% | -42.5% | +63.5% | +21.6% |
| YTD | +12.9% | -66.1% | +79.0% | +15.0% |
| 1Y | +20.3% | -47.1% | +67.4% | +22.0% |
| All | +20.3% | -49.1% | +69.4% | +22.0% |
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