+163.4%
JPM vs EOSE
+42.6%
+120.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -0.7% | +1.8% | -2.5% | -0.7% |
| 30D | -2.5% | -6.8% | +4.4% | -2.4% |
| 3M | +14.1% | -36.3% | +50.4% | +15.1% |
| 6M | +25.1% | -38.8% | +63.9% | +25.5% |
| YTD | +12.1% | -65.5% | +77.7% | +13.7% |
| 1Y | +18.8% | -45.3% | +64.1% | +19.0% |
| 3Y | +163.4% | +44.2% | +119.3% | +156.2% |
| All | +163.4% | +42.6% | +120.8% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling