-60.8%
EOSE vs DGX
+113.3%
-174.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | +1.8% | -0.9% | +2.7% | +1.9% |
| 30D | -6.8% | -1.2% | -5.7% | -6.6% |
| 3M | -36.3% | +15.8% | -52.1% | -37.7% |
| 6M | -38.8% | +18.2% | -56.9% | -40.5% |
| YTD | -65.5% | +37.2% | -102.7% | -68.3% |
| 1Y | -45.3% | +30.4% | -75.6% | -49.1% |
| 3Y | +44.2% | +96.7% | -52.5% | +11.4% |
| 5Y | -69.5% | +67.2% | -136.7% | -76.3% |
| All | -60.8% | +113.3% | -174.1% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling