+29.2%
DAL vs EOSE
-40.3%
+69.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.8% | -12.3% | -2.4% |
| 7D | +3.4% | +41.4% | -38.1% | +0.2% |
| 30D | -13.6% | +3.6% | -17.2% | -14.1% |
| 3M | +1.2% | -35.7% | +36.9% | +3.3% |
| 6M | +34.5% | -29.9% | +64.3% | +34.5% |
| YTD | +14.7% | -62.5% | +77.1% | +17.8% |
| 1Y | +29.2% | -37.4% | +66.7% | +31.7% |
| All | +29.2% | -40.3% | +69.5% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling