-45.3%
EOSE vs DTE
+1.0%
-46.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | +1.8% | -2.6% | +4.4% | +1.8% |
| 30D | -6.8% | -4.4% | -2.4% | -6.8% |
| 3M | -36.3% | -8.3% | -28.0% | -36.6% |
| 6M | -38.8% | -8.1% | -30.7% | -38.2% |
| YTD | -65.5% | +4.4% | -70.0% | -72.1% |
| 1Y | -45.3% | +0.2% | -45.5% | -49.0% |
| All | -45.3% | +1.0% | -46.2% | -49.0% |
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