-35.0%
DG vs EOSE
-58.6%
+23.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -2.5% |
| 7D | -4.8% | +15.0% | -19.8% | -5.0% |
| 30D | +1.8% | +2.5% | -0.7% | +1.7% |
| 3M | +14.5% | -33.7% | +48.2% | +14.9% |
| 6M | -13.6% | -32.7% | +19.2% | -13.5% |
| YTD | -4.8% | -63.8% | +58.9% | -4.1% |
| 1Y | +21.6% | -40.5% | +62.1% | +21.7% |
| 3Y | +4.5% | +50.4% | -45.9% | +0.1% |
| 5Y | -38.5% | -68.6% | +30.1% | -43.8% |
| All | -35.0% | -58.6% | +23.7% | -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 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