+41.5%
DLR vs EOSE
-70.2%
+111.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.8% |
| 7D | -1.3% | +14.0% | -15.3% | -2.0% |
| 30D | -2.9% | -5.9% | +3.0% | -2.8% |
| 3M | +3.2% | -34.3% | +37.5% | +4.8% |
| 6M | +3.9% | -37.8% | +41.6% | +4.9% |
| YTD | +21.4% | -65.2% | +86.6% | +25.1% |
| 1Y | +9.7% | -41.9% | +51.6% | +9.2% |
| 3Y | +56.5% | +44.6% | +12.0% | +41.4% |
| 5Y | +41.5% | -69.2% | +110.7% | +29.4% |
| All | +41.5% | -70.2% | +111.7% | +29.4% |
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 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