+2.5%
SLB vs EOSE
+36.5%
-34.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -1.1% |
| 7D | +0.4% | +41.4% | -41.0% | -0.9% |
| 30D | +13.6% | +3.6% | +10.0% | +13.2% |
| 3M | +1.5% | -35.7% | +37.2% | +2.6% |
| 6M | +23.0% | -29.9% | +52.9% | +23.3% |
| YTD | +51.2% | -62.5% | +113.7% | +53.6% |
| 1Y | +63.5% | -37.4% | +100.9% | +62.0% |
| 3Y | +2.5% | +55.8% | -53.3% | -6.0% |
| All | +2.5% | +36.5% | -34.0% | -6.0% |
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