-84.8%
EOSE vs DRI
+34.0%
-118.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.1% | +7.5% | +12.2% |
| 7D | +9.7% | +6.5% | +3.3% | +9.2% |
| 30D | -34.6% | +16.4% | -51.0% | -35.1% |
| 3M | -50.8% | +13.6% | -64.5% | -51.0% |
| 6M | -66.5% | +22.0% | -88.5% | -67.1% |
| YTD | -81.3% | +29.3% | -110.6% | -82.9% |
| 1Y | -84.8% | +32.0% | -116.8% | -86.2% |
| All | -84.8% | +34.0% | -118.8% | -86.2% |
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