+308.6%
JPM vs EOSE
-58.6%
+367.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.5% |
| 7D | -0.4% | +15.0% | -15.4% | -1.0% |
| 30D | -1.4% | +2.5% | -3.9% | -1.7% |
| 3M | +13.9% | -33.7% | +47.7% | +15.1% |
| 6M | +23.5% | -32.7% | +56.3% | +23.8% |
| YTD | +11.6% | -63.8% | +75.4% | +13.6% |
| 1Y | +21.4% | -40.5% | +61.9% | +20.7% |
| 3Y | +163.4% | +50.4% | +113.1% | +144.0% |
| 5Y | +152.5% | -68.6% | +221.1% | +127.1% |
| All | +308.6% | -58.6% | +367.2% | +303.7% |
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