-61.5%
EOSE vs DRI
+179.9%
-241.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.5% | +11.4% | +11.2% |
| 7D | +19.0% | +0.6% | +18.4% | +18.8% |
| 30D | +1.6% | +3.8% | -2.3% | -0.8% |
| 3M | -52.0% | +13.0% | -65.0% | -56.3% |
| 6M | -42.5% | +8.3% | -50.8% | -46.4% |
| YTD | -66.1% | +20.6% | -86.8% | -71.2% |
| 1Y | -47.1% | +6.5% | -53.6% | -51.4% |
| 3Y | +0.8% | +53.7% | -52.9% | -32.1% |
| 5Y | -71.7% | +72.7% | -144.3% | -83.2% |
| All | -61.5% | +179.9% | -241.4% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling