+30.2%
LYB vs EOSE
-60.6%
+90.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +0.3% | +1.8% | -1.5% | +0.2% |
| 30D | +2.5% | -6.8% | +9.3% | +2.5% |
| 3M | +1.4% | -36.3% | +37.7% | +2.3% |
| 6M | -3.5% | -38.8% | +35.3% | -3.0% |
| YTD | +52.0% | -65.5% | +117.5% | +54.7% |
| 1Y | +22.1% | -45.3% | +67.3% | +21.4% |
| 3Y | -22.8% | +44.2% | -66.9% | -28.9% |
| 5Y | -3.4% | -69.5% | +66.1% | -13.2% |
| All | +30.2% | -60.6% | +90.9% | +27.5% |
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