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  • EOSE vs DRI✓SelectedUSD · DRIEOSE vs DRI performance historyLatest closeAs of-3.86%09/10
Stock and ETF performance explorer

EOSE vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-69.2%
DRI return
+63.5%
Excess return
-132.7%
Maximum drawdown
-95.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-3.9%-0.9%-3.0%-3.2%
7D+14.0%-4.8%+18.8%+18.0%
30D-5.9%-5.2%-0.7%-2.4%
3M-34.3%+2.7%-37.0%-36.7%
6M-37.8%+3.6%-41.4%-41.1%
YTD-65.2%+15.4%-80.6%-70.5%
1Y-41.9%+1.3%-43.2%-45.6%
3Y+44.6%+53.1%-8.5%-16.7%
5Y-69.2%+64.6%-133.7%-85.6%
All-69.2%+63.5%-132.7%-85.6%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling