+101.5%
DAL vs EOSE
+40.6%
+60.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.9% | -9.1% | +1.1% |
| 7D | +0.1% | +19.0% | -18.9% | -1.2% |
| 30D | -13.9% | +1.6% | -15.5% | -14.2% |
| 3M | +1.1% | -52.0% | +53.1% | +5.1% |
| 6M | +26.2% | -42.5% | +68.8% | +28.4% |
| YTD | +16.4% | -66.1% | +82.6% | +20.9% |
| 1Y | +33.9% | -47.1% | +81.0% | +34.2% |
| All | +101.5% | +40.6% | +60.9% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling