-60.4%
EOSE vs DRI
+167.8%
-228.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.3% |
| 7D | +14.0% | -4.8% | +18.8% | +17.4% |
| 30D | -5.9% | -5.2% | -0.7% | -2.9% |
| 3M | -34.3% | +2.7% | -37.0% | -36.3% |
| 6M | -37.8% | +3.6% | -41.4% | -40.5% |
| YTD | -65.2% | +15.4% | -80.6% | -69.6% |
| 1Y | -41.9% | +1.3% | -43.2% | -44.9% |
| 3Y | +44.6% | +53.1% | -8.5% | -3.8% |
| 5Y | -69.2% | +64.6% | -133.7% | -81.2% |
| All | -60.4% | +167.8% | -228.2% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling