+585.7%
OXY vs EOSE
-60.6%
+646.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +2.8% | +1.8% | +1.0% | +2.7% |
| 30D | +5.5% | -6.8% | +12.3% | +5.5% |
| 3M | +11.3% | -36.3% | +47.6% | +12.6% |
| 6M | +11.6% | -38.8% | +50.4% | +12.2% |
| YTD | +51.6% | -65.5% | +117.1% | +54.8% |
| 1Y | +36.2% | -45.3% | +81.5% | +34.8% |
| 3Y | +1.7% | +44.2% | -42.4% | -10.3% |
| 5Y | +164.5% | -69.5% | +234.0% | +148.1% |
| All | +585.7% | -60.6% | +646.3% | +521.8% |
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