-58.8%
EOSE vs ALK
+5.6%
-64.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.9% |
| 7D | +15.0% | -3.0% | +17.9% | +16.8% |
| 30D | +2.5% | -14.6% | +17.1% | +12.3% |
| 3M | -33.7% | -10.6% | -23.1% | -30.0% |
| 6M | -32.7% | -6.7% | -26.0% | -31.6% |
| YTD | -63.8% | -19.8% | -44.0% | -60.3% |
| 1Y | -40.5% | -35.2% | -5.3% | -26.6% |
| 3Y | +50.4% | +1.4% | +49.0% | +24.9% |
| 5Y | -68.6% | -30.7% | -37.9% | -67.6% |
| All | -58.8% | +5.6% | -64.4% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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