-47.1%
EOSE vs DRI
+6.9%
-54.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.5% | +11.4% | +10.9% |
| 7D | +19.0% | +0.6% | +18.4% | +19.0% |
| 30D | +1.6% | +3.8% | -2.3% | +1.9% |
| 3M | -52.0% | +13.0% | -65.0% | -52.2% |
| 6M | -42.5% | +8.3% | -50.8% | -42.5% |
| YTD | -66.1% | +20.6% | -86.8% | -67.4% |
| 1Y | -47.1% | +6.5% | -53.6% | -50.7% |
| All | -47.1% | +6.9% | -54.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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