+58.3%
XLE vs EOSE
+49.8%
+8.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +0.9% |
| 7D | +0.3% | +15.0% | -14.6% | +0.2% |
| 30D | +8.5% | +2.5% | +6.1% | +8.5% |
| 3M | +14.6% | -33.7% | +48.3% | +15.0% |
| 6M | +17.6% | -32.7% | +50.3% | +17.6% |
| YTD | +48.1% | -63.8% | +111.9% | +49.4% |
| 1Y | +53.8% | -40.5% | +94.3% | +52.8% |
| All | +58.3% | +49.8% | +8.5% | +45.8% |
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 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