+117.0%
DIA vs EOSE
-57.1%
+174.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.8% | -12.0% | -1.5% |
| 7D | +0.1% | +41.4% | -41.4% | -1.2% |
| 30D | -2.1% | +3.6% | -5.7% | -2.3% |
| 3M | +4.2% | -35.7% | +39.9% | +5.2% |
| 6M | +11.9% | -29.9% | +41.7% | +12.1% |
| YTD | +10.8% | -62.5% | +73.3% | +12.5% |
| 1Y | +17.5% | -37.4% | +54.9% | +16.7% |
| 3Y | +59.9% | +55.8% | +4.1% | +48.7% |
| 5Y | +64.1% | -67.8% | +132.0% | +47.9% |
| All | +117.0% | -57.1% | +174.1% | +107.4% |
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