+170.0%
DAL vs EOSE
-58.6%
+228.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | 0.0% |
| 7D | +0.8% | +15.0% | -14.2% | -0.5% |
| 30D | -11.7% | +2.5% | -14.2% | -12.2% |
| 3M | -2.7% | -33.7% | +31.0% | -0.5% |
| 6M | +30.7% | -32.7% | +63.4% | +31.7% |
| YTD | +14.4% | -63.8% | +78.2% | +19.3% |
| 1Y | +31.2% | -40.5% | +71.7% | +29.6% |
| 3Y | +99.4% | +50.4% | +49.1% | +67.0% |
| 5Y | +98.6% | -68.6% | +167.1% | +64.3% |
| All | +170.0% | -58.6% | +228.6% | +139.7% |
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