+63.8%
DIA vs EOSE
-70.2%
+134.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | -0.5% |
| 7D | -3.0% | +14.0% | -17.0% | -3.5% |
| 30D | -3.0% | -5.9% | +2.9% | -3.0% |
| 3M | +4.5% | -34.3% | +38.8% | +5.6% |
| 6M | +9.8% | -37.8% | +47.5% | +10.4% |
| YTD | +9.3% | -65.2% | +74.5% | +11.4% |
| 1Y | +16.0% | -41.9% | +57.9% | +15.3% |
| 3Y | +57.7% | +44.6% | +13.2% | +45.8% |
| 5Y | +63.8% | -69.2% | +132.9% | +51.9% |
| All | +63.8% | -70.2% | +134.0% | +51.9% |
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