+153.3%
XOP vs EOSE
-70.0%
+223.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.6% | +1.8% | +0.8% | +2.5% |
| 30D | +9.6% | -6.8% | +16.4% | +9.7% |
| 3M | +20.4% | -36.3% | +56.6% | +22.2% |
| 6M | +19.9% | -38.8% | +58.7% | +20.7% |
| YTD | +56.4% | -65.5% | +121.9% | +60.7% |
| 1Y | +52.4% | -45.3% | +97.7% | +50.3% |
| 3Y | +39.9% | +44.2% | -4.3% | +19.4% |
| All | +153.3% | -70.0% | +223.3% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling