-99.9%
DFNS vs EOSE
+49.8%
-149.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.5% | -1.1% | -4.4% |
| 7D | +4.6% | +15.0% | -10.3% | +3.8% |
| 30D | -73.9% | +2.5% | -76.4% | -73.9% |
| 3M | -71.7% | -33.7% | -38.0% | -72.2% |
| 6M | -94.6% | -32.7% | -61.8% | -94.6% |
| YTD | -98.1% | -63.8% | -34.3% | -98.1% |
| 1Y | -98.3% | -40.5% | -57.8% | -98.2% |
| All | -99.9% | +49.8% | -149.7% | -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 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