+197.5%
DAL vs EOSE
-82.0%
+279.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.0% | +3.8% | -4.5% |
| 7D | +1.4% | -3.7% | +5.1% | +1.6% |
| 30D | +9.1% | -22.0% | +31.1% | +10.7% |
| 3M | -3.5% | -57.3% | +53.8% | +2.4% |
| 6M | +23.4% | -77.7% | +101.0% | +36.5% |
| YTD | +26.0% | -84.2% | +110.3% | +39.7% |
| 1Y | +44.6% | -89.5% | +134.2% | +65.0% |
| 3Y | +162.7% | +41.4% | +121.3% | +119.2% |
| 5Y | +113.0% | -83.0% | +196.0% | +84.7% |
| All | +197.5% | -82.0% | +279.5% | +180.7% |
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 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