+309.6%
SLB vs EOSE
-60.6%
+370.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -2.5% | +1.8% | -4.3% | -2.6% |
| 30D | +7.1% | -6.8% | +14.0% | +7.2% |
| 3M | +0.6% | -36.3% | +36.9% | +2.1% |
| 6M | +17.6% | -38.8% | +56.4% | +18.6% |
| YTD | +48.5% | -65.5% | +114.0% | +52.3% |
| 1Y | +59.4% | -45.3% | +104.7% | +58.5% |
| 3Y | -0.4% | +44.2% | -44.5% | -11.2% |
| 5Y | +133.8% | -69.5% | +203.3% | +106.0% |
| All | +309.6% | -60.6% | +370.2% | +294.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling