+13.0%
DLR vs EOSE
-85.5%
+98.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.6% | -10.1% | +1.6% |
| 7D | +2.8% | +9.7% | -6.9% | +2.1% |
| 30D | +2.8% | -34.6% | +37.3% | +5.3% |
| 3M | -4.0% | -50.8% | +46.8% | -0.1% |
| 6M | -5.6% | -66.5% | +60.9% | -0.1% |
| YTD | +21.9% | -81.3% | +103.3% | +29.8% |
| 1Y | +13.0% | -84.8% | +97.8% | +21.8% |
| All | +13.0% | -85.5% | +98.5% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling