-100.0%
DFNS vs EOSE
+48.1%
-148.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.5% | -11.0% | -5.9% |
| 7D | -6.0% | +9.8% | -15.7% | -6.5% |
| 30D | -71.2% | -2.1% | -69.1% | -71.1% |
| 3M | -94.5% | -54.1% | -40.4% | -94.3% |
| 6M | -96.5% | -76.9% | -19.6% | -96.5% |
| YTD | -99.6% | -83.3% | -16.3% | -99.6% |
| 1Y | -99.7% | -87.4% | -12.2% | -99.7% |
| 3Y | -100.0% | +61.9% | -161.8% | -99.9% |
| All | -100.0% | +48.1% | -148.0% | -99.9% |
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