-47.1%
EOSE vs DBX
+20.4%
-67.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.4% | +13.3% | +11.6% |
| 7D | +19.0% | -2.4% | +21.5% | +19.8% |
| 30D | +1.6% | -0.5% | +2.1% | +1.5% |
| 3M | -52.0% | +28.1% | -80.0% | -56.8% |
| 6M | -42.5% | +33.1% | -75.6% | -50.8% |
| YTD | -66.1% | +25.3% | -91.4% | -69.5% |
| 1Y | -47.1% | +18.3% | -65.5% | -49.9% |
| All | -47.1% | +20.4% | -67.6% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling