-60.8%
EOSE vs DD
+95.6%
-156.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +1.8% | -3.5% | +5.3% | +4.5% |
| 30D | -6.8% | -11.7% | +4.8% | +2.4% |
| 3M | -36.3% | -9.2% | -27.1% | -31.4% |
| 6M | -38.8% | -7.2% | -31.6% | -34.9% |
| YTD | -65.5% | +6.6% | -72.1% | -67.0% |
| 1Y | -45.3% | +32.0% | -77.3% | -55.1% |
| 3Y | +44.2% | +42.1% | +2.0% | +7.7% |
| 5Y | -69.5% | +58.1% | -127.6% | -79.8% |
| All | -60.8% | +95.6% | -156.4% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling