-60.8%
EOSE vs DAR
+50.0%
-110.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.1% |
| 7D | +1.8% | -0.1% | +1.9% | +2.0% |
| 30D | -6.8% | +2.6% | -9.5% | -8.6% |
| 3M | -36.3% | +14.2% | -50.5% | -41.1% |
| 6M | -38.8% | +17.2% | -55.9% | -44.7% |
| YTD | -65.5% | +80.9% | -146.4% | -75.2% |
| 1Y | -45.3% | +104.0% | -149.3% | -64.0% |
| 3Y | +44.2% | +3.6% | +40.5% | +35.7% |
| 5Y | -69.5% | -7.8% | -61.7% | -69.1% |
| All | -60.8% | +50.0% | -110.7% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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