-7.8%
DT vs EOSE
-86.9%
+79.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -12.1% | +5.6% | -6.8% |
| 7D | -28.3% | -5.1% | -23.3% | -28.3% |
| 30D | -28.4% | -42.3% | +13.9% | -29.0% |
| 3M | -14.1% | -50.8% | +36.7% | -14.8% |
| 6M | +13.2% | -69.8% | +83.0% | +12.0% |
| YTD | +0.8% | -83.6% | +84.4% | +1.6% |
| 1Y | -7.8% | -87.3% | +79.6% | -6.6% |
| All | -7.8% | -86.9% | +79.2% | -6.6% |
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