-60.8%
EOSE vs DTE
+50.7%
-111.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +1.8% | -2.6% | +4.4% | +2.9% |
| 30D | -6.8% | -4.4% | -2.4% | -5.3% |
| 3M | -36.3% | -8.3% | -28.0% | -34.5% |
| 6M | -38.8% | -8.1% | -30.7% | -37.2% |
| YTD | -65.5% | +4.4% | -70.0% | -67.0% |
| 1Y | -45.3% | +0.2% | -45.5% | -46.3% |
| 3Y | +44.2% | +42.6% | +1.5% | +23.9% |
| 5Y | -69.5% | +31.5% | -101.0% | -72.4% |
| All | -60.8% | +50.7% | -111.5% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling