-44.7%
EOSE vs DRI
+1.2%
-46.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.9% |
| 7D | +14.0% | -4.8% | +18.8% | +14.0% |
| 30D | -5.9% | -5.2% | -0.7% | -5.8% |
| 3M | -34.3% | +2.7% | -37.0% | -34.1% |
| 6M | -37.8% | +3.6% | -41.4% | -37.7% |
| YTD | -65.2% | +15.4% | -80.6% | -66.4% |
| All | -44.7% | +1.2% | -46.0% | -47.9% |
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 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