+45.6%
EOSE vs DBX
+25.2%
+20.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -4.4% |
| 7D | +14.0% | -1.8% | +15.8% | +14.5% |
| 30D | -5.9% | +2.8% | -8.7% | -7.6% |
| 3M | -34.3% | +26.8% | -61.0% | -42.5% |
| 6M | -37.8% | +32.8% | -70.5% | -47.6% |
| YTD | -65.2% | +26.1% | -91.3% | -70.1% |
| 1Y | -41.9% | +14.1% | -56.1% | -47.2% |
| All | +45.6% | +25.2% | +20.4% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling