-84.8%
EOSE vs DTE
+5.6%
-90.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.4% | +10.2% | +12.4% |
| 7D | +9.7% | +4.2% | +5.5% | +9.4% |
| 30D | -34.6% | +10.0% | -44.5% | -34.9% |
| 3M | -50.8% | -2.1% | -48.7% | -51.4% |
| 6M | -66.5% | -4.7% | -61.8% | -66.7% |
| YTD | -81.3% | +9.3% | -90.6% | -86.4% |
| 1Y | -84.8% | +6.6% | -91.4% | -87.5% |
| All | -84.8% | +5.6% | -90.4% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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