+45.6%
EOSE vs DD
+41.5%
+4.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.5% |
| 7D | +14.0% | -2.9% | +16.9% | +16.3% |
| 30D | -5.9% | -11.5% | +5.6% | +2.3% |
| 3M | -34.3% | -5.4% | -28.9% | -31.5% |
| 6M | -37.8% | -6.9% | -30.8% | -34.1% |
| YTD | -65.2% | +6.9% | -72.1% | -66.1% |
| 1Y | -41.9% | +35.6% | -77.6% | -50.8% |
| All | +45.6% | +41.5% | +4.1% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling