-99.9%
DFNS vs EOSE
-61.3%
-38.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.3% | +0.3% |
| 7D | -16.0% | +19.0% | -35.0% | -16.5% |
| 30D | -77.7% | +1.6% | -79.3% | -77.7% |
| 3M | -77.2% | -52.0% | -25.2% | -77.4% |
| 6M | -95.2% | -42.5% | -52.7% | -95.2% |
| YTD | -98.0% | -66.1% | -31.8% | -98.0% |
| 1Y | -98.3% | -47.1% | -51.1% | -98.2% |
| 3Y | -99.9% | +0.8% | -100.7% | -99.8% |
| 5Y | -99.9% | -71.7% | -28.2% | -99.8% |
| All | -99.9% | -61.3% | -38.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling