+320.2%
SLB vs EOSE
-61.3%
+381.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.9% | -10.7% | -0.3% |
| 7D | +0.8% | +19.0% | -18.2% | 0.0% |
| 30D | +15.8% | +1.6% | +14.3% | +15.5% |
| 3M | -0.3% | -52.0% | +51.6% | +2.4% |
| 6M | +21.3% | -42.5% | +63.9% | +22.8% |
| YTD | +52.3% | -66.1% | +118.4% | +56.5% |
| 1Y | +63.6% | -47.1% | +110.7% | +63.0% |
| 3Y | +3.8% | +0.8% | +3.0% | -5.9% |
| 5Y | +128.6% | -71.7% | +200.3% | +102.1% |
| All | +320.2% | -61.3% | +381.5% | +305.6% |
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