+116.1%
DIA vs EOSE
-60.6%
+176.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | -1.6% | +1.8% | -3.4% | -1.6% |
| 30D | -2.0% | -6.8% | +4.8% | -2.0% |
| 3M | +3.6% | -36.3% | +39.9% | +4.7% |
| 6M | +11.5% | -38.8% | +50.3% | +12.2% |
| YTD | +10.4% | -65.5% | +75.9% | +12.4% |
| 1Y | +15.6% | -45.3% | +60.9% | +15.2% |
| 3Y | +58.9% | +44.2% | +14.7% | +48.0% |
| 5Y | +65.3% | -69.5% | +134.8% | +49.3% |
| All | +116.1% | -60.6% | +176.7% | +107.1% |
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