-58.8%
EOSE vs DD
+97.1%
-155.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -1.6% |
| 7D | +15.0% | -3.8% | +18.7% | +18.3% |
| 30D | +2.5% | -9.2% | +11.7% | +10.4% |
| 3M | -33.7% | -9.0% | -24.7% | -28.8% |
| 6M | -32.7% | -5.0% | -27.8% | -29.7% |
| YTD | -63.8% | +7.4% | -71.2% | -65.5% |
| 1Y | -40.5% | +35.1% | -75.7% | -52.0% |
| 3Y | +50.4% | +43.2% | +7.1% | +11.7% |
| 5Y | -68.6% | +59.6% | -128.2% | -79.3% |
| All | -58.8% | +97.1% | -155.9% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling