-99.9%
DFNS vs EOSE
-70.2%
-29.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.7% |
| 7D | -3.3% | +14.0% | -17.3% | -3.8% |
| 30D | -73.1% | -5.9% | -67.2% | -73.0% |
| 3M | -71.4% | -34.3% | -37.1% | -71.6% |
| 6M | -93.8% | -37.8% | -56.1% | -93.9% |
| YTD | -98.0% | -65.2% | -32.9% | -98.1% |
| 1Y | -98.2% | -41.9% | -56.2% | -98.1% |
| 3Y | -99.9% | +44.6% | -144.4% | -99.8% |
| 5Y | -99.9% | -69.2% | -30.7% | -99.8% |
| All | -99.9% | -70.2% | -29.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling