+428.5%
XOP vs EOSE
-58.6%
+487.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.7% |
| 7D | +1.0% | +15.0% | -14.0% | +0.2% |
| 30D | +10.8% | +2.5% | +8.4% | +10.4% |
| 3M | +19.5% | -33.7% | +53.2% | +21.1% |
| 6M | +21.6% | -32.7% | +54.3% | +21.8% |
| YTD | +55.8% | -63.8% | +119.6% | +59.9% |
| 1Y | +54.6% | -40.5% | +95.2% | +51.8% |
| 3Y | +36.6% | +50.4% | -13.7% | +16.4% |
| 5Y | +160.6% | -68.6% | +229.2% | +123.0% |
| All | +428.5% | -58.6% | +487.2% | +372.0% |
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