+214.9%
DE vs EOSE
-60.2%
+275.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.3% |
| 7D | -2.4% | +14.0% | -16.4% | -3.0% |
| 30D | +9.7% | -5.9% | +15.6% | +9.8% |
| 3M | +21.4% | -34.3% | +55.6% | +22.9% |
| 6M | +15.0% | -37.8% | +52.8% | +15.8% |
| YTD | +46.4% | -65.2% | +111.6% | +49.9% |
| 1Y | +45.6% | -41.9% | +87.6% | +43.2% |
| 3Y | +76.8% | +44.6% | +32.2% | +54.8% |
| 5Y | +99.4% | -69.2% | +168.6% | +67.0% |
| All | +214.9% | -60.2% | +275.2% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling