+102.9%
DAL vs EOSE
-84.9%
+187.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.4% | +9.6% | +2.8% |
| 7D | +8.8% | -7.9% | +16.7% | +9.4% |
| 30D | +5.4% | -43.9% | +49.3% | +10.0% |
| 3M | -4.9% | -55.8% | +50.9% | +0.7% |
| 6M | +19.8% | -73.4% | +93.2% | +30.6% |
| YTD | +27.0% | -84.8% | +111.8% | +41.4% |
| 1Y | +52.5% | -88.6% | +141.1% | +72.8% |
| 3Y | +173.8% | -2.8% | +176.6% | +135.4% |
| All | +102.9% | -84.9% | +187.8% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling