+2.3%
DIS vs EOSE
-82.7%
+85.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.5% |
| 7D | +4.4% | -8.4% | +12.8% | +4.8% |
| 30D | +10.3% | -31.0% | +41.3% | +12.0% |
| 3M | +15.5% | -57.0% | +72.6% | +19.6% |
| 6M | +11.2% | -78.3% | +89.5% | +18.5% |
| YTD | +5.6% | -84.8% | +90.4% | +12.7% |
| 1Y | +7.7% | -90.9% | +98.7% | +18.0% |
| 3Y | +39.3% | +35.9% | +3.4% | +22.6% |
| 5Y | -29.5% | -84.1% | +54.5% | -38.7% |
| All | +2.3% | -82.7% | +85.0% | 0.0% |
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