-84.8%
EOSE vs DD
+49.3%
-134.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.8% | +14.4% | +14.5% |
| 7D | +9.7% | +8.7% | +1.1% | -0.1% |
| 30D | -34.6% | +15.3% | -49.9% | -43.8% |
| 3M | -50.8% | +5.9% | -56.7% | -54.2% |
| 6M | -66.5% | +11.6% | -78.0% | -69.6% |
| YTD | -81.3% | +26.5% | -107.9% | -86.6% |
| 1Y | -84.8% | +35.4% | -120.2% | -90.0% |
| All | -84.8% | +49.3% | -134.1% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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