-38.7%
DG vs EOSE
-70.2%
+31.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.2% |
| 7D | -6.3% | +14.0% | -20.3% | -6.5% |
| 30D | +2.4% | -5.9% | +8.3% | +2.4% |
| 3M | +12.4% | -34.3% | +46.7% | +12.8% |
| 6M | -14.9% | -37.8% | +22.8% | -14.8% |
| YTD | -6.1% | -65.2% | +59.1% | -5.3% |
| 1Y | +17.9% | -41.9% | +59.8% | +18.1% |
| 3Y | +3.1% | +44.6% | -41.4% | -1.1% |
| 5Y | -38.7% | -69.2% | +30.5% | -47.8% |
| All | -38.7% | -70.2% | +31.6% | -47.8% |
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