+75.9%
DE vs EOSE
+42.6%
+33.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -2.6% | +1.8% | -4.4% | -2.6% |
| 30D | +9.0% | -6.8% | +15.9% | +9.1% |
| 3M | +19.1% | -36.3% | +55.4% | +20.2% |
| 6M | +14.4% | -38.8% | +53.1% | +14.8% |
| YTD | +45.9% | -65.5% | +111.5% | +48.0% |
| 1Y | +43.6% | -45.3% | +88.9% | +41.2% |
| 3Y | +75.9% | +44.2% | +31.7% | +50.6% |
| All | +75.9% | +42.6% | +33.3% | +50.6% |
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