+51.5%
EOSE vs DRI
+54.1%
-2.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.0% |
| 7D | +15.0% | -4.8% | +19.8% | +16.6% |
| 30D | +2.5% | -3.9% | +6.4% | +3.7% |
| 3M | -33.7% | +5.1% | -38.8% | -35.1% |
| 6M | -32.7% | +5.5% | -38.2% | -34.4% |
| YTD | -63.8% | +16.5% | -80.3% | -66.5% |
| 1Y | -40.5% | +2.0% | -42.5% | -42.2% |
| All | +51.5% | +54.1% | -2.7% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling