-58.8%
EOSE vs DBX
+88.7%
-147.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.8% | -4.8% |
| 7D | +15.0% | +0.3% | +14.7% | +14.1% |
| 30D | +2.5% | 0.0% | +2.5% | +1.6% |
| 3M | -33.7% | +26.1% | -59.8% | -44.1% |
| 6M | -32.7% | +29.4% | -62.1% | -44.9% |
| YTD | -63.8% | +24.4% | -88.2% | -70.0% |
| 1Y | -40.5% | +10.9% | -51.4% | -46.6% |
| 3Y | +50.4% | +24.1% | +26.3% | +18.1% |
| 5Y | -68.6% | +7.8% | -76.3% | -76.2% |
| All | -58.8% | +88.7% | -147.5% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling