-12.8%
DT vs EOSE
+48.1%
-60.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.3% |
| 7D | +3.1% | +9.8% | -6.6% | +3.0% |
| 30D | -29.5% | -2.1% | -27.5% | -29.5% |
| 3M | -11.7% | -54.1% | +42.4% | -11.0% |
| 6M | +29.0% | -76.9% | +105.9% | +31.6% |
| YTD | +3.4% | -83.3% | +86.7% | +5.9% |
| 1Y | -4.2% | -87.4% | +83.2% | -1.1% |
| 3Y | -12.8% | +61.9% | -74.7% | -13.6% |
| All | -12.8% | +48.1% | -60.9% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling