+60.5%
XOM vs EOSE
+42.6%
+17.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +4.1% | +1.8% | +2.3% | +4.1% |
| 30D | +4.6% | -6.8% | +11.4% | +4.6% |
| 3M | +14.0% | -36.3% | +50.2% | +14.0% |
| 6M | +11.0% | -38.8% | +49.7% | +11.0% |
| YTD | +40.7% | -65.5% | +106.2% | +41.2% |
| 1Y | +52.3% | -45.3% | +97.6% | +51.9% |
| 3Y | +60.5% | +44.2% | +16.3% | +50.6% |
| All | +60.5% | +42.6% | +17.9% | +50.6% |
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 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