-60.8%
EOSE vs DBX
+94.0%
-154.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.8% |
| 7D | +1.8% | +2.1% | -0.3% | +0.3% |
| 30D | -6.8% | +5.7% | -12.6% | -10.6% |
| 3M | -36.3% | +31.8% | -68.1% | -47.6% |
| 6M | -38.8% | +37.5% | -76.2% | -51.6% |
| YTD | -65.5% | +27.9% | -93.4% | -71.9% |
| 1Y | -45.3% | +15.0% | -60.3% | -52.0% |
| 3Y | +44.2% | +27.2% | +17.0% | +11.6% |
| 5Y | -69.5% | +12.8% | -82.3% | -77.4% |
| All | -60.8% | +94.0% | -154.8% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling