-99.9%
DFNS vs EOSE
-60.6%
-39.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -6.3% | +1.8% | -8.2% | -6.4% |
| 30D | -74.0% | -6.8% | -67.1% | -73.9% |
| 3M | -70.1% | -36.3% | -33.9% | -70.3% |
| 6M | -93.9% | -38.8% | -55.2% | -93.9% |
| YTD | -98.1% | -65.5% | -32.6% | -98.1% |
| 1Y | -98.3% | -45.3% | -53.0% | -98.3% |
| 3Y | -99.9% | +44.2% | -144.0% | -99.9% |
| 5Y | -99.9% | -69.5% | -30.4% | -99.8% |
| All | -99.9% | -60.6% | -39.2% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling