+44.2%
EOSE vs DGX
+96.4%
-52.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.8% |
| 7D | +1.8% | -0.9% | +2.7% | +1.7% |
| 30D | -6.8% | -1.2% | -5.7% | -7.0% |
| 3M | -36.3% | +15.8% | -52.1% | -34.4% |
| 6M | -38.8% | +18.2% | -56.9% | -36.7% |
| YTD | -65.5% | +37.2% | -102.7% | -65.1% |
| 1Y | -45.3% | +30.4% | -75.6% | -44.3% |
| 3Y | +44.2% | +96.7% | -52.5% | +23.0% |
| All | +44.2% | +96.4% | -52.3% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling