-60.4%
EOSE vs DTE
+52.7%
-113.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.4% |
| 7D | +14.0% | -2.0% | +16.0% | +14.9% |
| 30D | -5.9% | -2.4% | -3.5% | -5.1% |
| 3M | -34.3% | -7.3% | -27.0% | -32.7% |
| 6M | -37.8% | -7.6% | -30.1% | -36.3% |
| YTD | -65.2% | +5.8% | -71.0% | -66.9% |
| 1Y | -41.9% | +2.3% | -44.3% | -43.5% |
| 3Y | +44.6% | +45.0% | -0.4% | +23.5% |
| 5Y | -69.2% | +33.2% | -102.4% | -72.3% |
| All | -60.4% | +52.7% | -113.1% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling