+215.6%
DAL vs EOSE
-81.3%
+296.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.0% | -2.8% | +4.6% |
| 7D | +10.0% | +6.8% | +3.2% | +9.4% |
| 30D | +12.0% | -25.4% | +37.4% | +14.3% |
| 3M | +0.8% | -54.7% | +55.5% | +6.5% |
| 6M | +26.2% | -76.5% | +102.7% | +39.2% |
| YTD | +33.7% | -83.6% | +117.3% | +47.8% |
| 1Y | +57.6% | -89.7% | +147.3% | +80.2% |
| 3Y | +183.5% | +38.7% | +144.7% | +137.3% |
| 5Y | +114.2% | -82.9% | +197.1% | +85.9% |
| All | +215.6% | -81.3% | +296.8% | +197.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling