+57.5%
DLR vs EOSE
-58.6%
+116.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.1% |
| 7D | +2.9% | +15.0% | -12.1% | +2.2% |
| 30D | -1.2% | +2.5% | -3.6% | -1.5% |
| 3M | +2.9% | -33.7% | +36.6% | +4.2% |
| 6M | +6.7% | -32.7% | +39.4% | +7.2% |
| YTD | +23.9% | -63.8% | +87.7% | +26.7% |
| 1Y | +18.6% | -40.5% | +59.2% | +18.2% |
| 3Y | +59.7% | +50.4% | +9.3% | +47.2% |
| 5Y | +42.1% | -68.6% | +110.6% | +23.7% |
| All | +57.5% | -58.6% | +116.1% | +28.2% |
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