+45.8%
DT vs EOSE
-57.1%
+102.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.8% | -13.9% | -3.7% |
| 7D | -4.9% | +41.4% | -46.3% | -6.8% |
| 30D | +2.7% | +3.6% | -0.9% | +2.2% |
| 3M | +20.0% | -35.7% | +55.7% | +22.0% |
| 6M | +28.0% | -29.9% | +57.9% | +28.2% |
| YTD | +16.0% | -62.5% | +78.5% | +19.1% |
| 1Y | +0.7% | -37.4% | +38.1% | -1.3% |
| 3Y | +6.2% | +55.8% | -49.6% | -8.8% |
| 5Y | -28.1% | -67.8% | +39.7% | -35.2% |
| All | +45.8% | -57.1% | +102.9% | +39.8% |
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