-60.8%
EOSE vs DVA
+107.6%
-168.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.8% | -1.3% | +3.1% | +2.0% |
| 30D | -6.8% | 0.0% | -6.9% | -6.9% |
| 3M | -36.3% | -10.9% | -25.4% | -35.0% |
| 6M | -38.8% | +17.3% | -56.0% | -41.5% |
| YTD | -65.5% | +59.8% | -125.3% | -70.2% |
| 1Y | -45.3% | +36.3% | -81.5% | -50.6% |
| 3Y | +44.2% | +88.6% | -44.4% | +18.5% |
| 5Y | -69.5% | +47.5% | -117.0% | -75.5% |
| All | -60.8% | +107.6% | -168.4% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling