-35.0%
DG vs EOSE
-60.6%
+25.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | -6.5% | +1.8% | -8.3% | -6.5% |
| 30D | +4.2% | -6.8% | +11.0% | +4.2% |
| 3M | +9.5% | -36.3% | +45.8% | +10.0% |
| 6M | -13.1% | -38.8% | +25.6% | -13.0% |
| YTD | -4.8% | -65.5% | +60.7% | -4.1% |
| 1Y | +20.6% | -45.3% | +65.9% | +20.8% |
| 3Y | +4.9% | +44.2% | -39.2% | +0.6% |
| 5Y | -37.9% | -69.5% | +31.6% | -43.2% |
| All | -35.0% | -60.6% | +25.7% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling