-84.8%
EOSE vs DVA
+62.2%
-147.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.8% | +6.9% | +12.3% |
| 7D | +9.7% | +4.7% | +5.0% | +9.5% |
| 30D | -34.6% | +7.8% | -42.4% | -34.6% |
| 3M | -50.8% | -15.5% | -35.3% | -51.4% |
| 6M | -66.5% | +25.0% | -91.5% | -65.2% |
| YTD | -81.3% | +69.6% | -150.9% | -80.0% |
| 1Y | -84.8% | +60.6% | -145.4% | -83.3% |
| All | -84.8% | +62.2% | -147.0% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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