+48.0%
DT vs EOSE
-60.6%
+108.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.6% | +1.8% | -3.4% | -1.8% |
| 30D | +3.0% | -6.8% | +9.9% | +3.1% |
| 3M | +26.5% | -36.3% | +62.8% | +28.6% |
| 6M | +35.9% | -38.8% | +74.7% | +37.1% |
| YTD | +17.8% | -65.5% | +83.4% | +21.5% |
| 1Y | +4.1% | -45.3% | +49.3% | +2.8% |
| 3Y | +5.3% | +44.2% | -38.9% | -9.3% |
| 5Y | -27.2% | -69.5% | +42.3% | -34.2% |
| All | +48.0% | -60.6% | +108.6% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling