-84.8%
EOSE vs DGX
+45.0%
-129.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.5% | +9.1% | +13.8% |
| 7D | +9.7% | +4.1% | +5.6% | +11.1% |
| 30D | -34.6% | +10.5% | -45.1% | -31.9% |
| 3M | -50.8% | +9.8% | -60.6% | -48.8% |
| 6M | -66.5% | +34.6% | -101.0% | -59.4% |
| YTD | -81.3% | +49.8% | -131.1% | -79.8% |
| 1Y | -84.8% | +46.0% | -130.9% | -82.9% |
| All | -84.8% | +45.0% | -129.8% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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