+52.6%
XOM vs EOSE
-85.5%
+138.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +12.6% | -17.2% | -4.1% |
| 7D | -7.0% | +9.7% | -16.7% | -6.6% |
| 30D | +3.2% | -34.6% | +37.8% | +2.3% |
| 3M | +10.7% | -50.8% | +61.5% | +9.1% |
| 6M | +11.6% | -66.5% | +78.1% | +9.5% |
| YTD | +43.5% | -81.3% | +124.8% | +42.3% |
| 1Y | +52.6% | -84.8% | +137.4% | +51.7% |
| All | +52.6% | -85.5% | +138.1% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling