-98.3%
DFNS vs EOSE
-42.0%
-56.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | -6.3% | +1.8% | -8.2% | -7.4% |
| 30D | -74.0% | -6.8% | -67.1% | -72.9% |
| 3M | -70.1% | -36.3% | -33.9% | -65.4% |
| 6M | -93.9% | -38.8% | -55.2% | -93.0% |
| YTD | -98.1% | -65.5% | -32.6% | -97.6% |
| 1Y | -98.3% | -45.3% | -53.0% | -98.1% |
| All | -98.3% | -42.0% | -56.3% | -98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling