-36.6%
DT vs EOSE
-82.3%
+45.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.5% |
| 7D | +3.1% | +9.8% | -6.6% | +2.6% |
| 30D | -29.5% | -2.1% | -27.5% | -29.7% |
| 3M | -11.7% | -54.1% | +42.4% | -9.2% |
| 6M | +29.0% | -76.9% | +105.9% | +36.5% |
| YTD | +3.4% | -83.3% | +86.7% | +9.4% |
| 1Y | -4.2% | -87.4% | +83.2% | +2.8% |
| 3Y | -12.8% | +61.9% | -74.7% | -26.4% |
| All | -36.6% | -82.3% | +45.7% | -5.4% |
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