+35.9%
EOSE vs ALK
+23.9%
+12.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.1% | -7.3% |
| 7D | -8.4% | +12.9% | -21.4% | -13.2% |
| 30D | -31.0% | +5.5% | -36.5% | -32.4% |
| 3M | -57.0% | -12.1% | -44.9% | -54.3% |
| 6M | -78.3% | +1.7% | -80.0% | -78.5% |
| YTD | -84.8% | -17.4% | -67.4% | -83.8% |
| 1Y | -90.9% | -1.9% | -89.0% | -90.9% |
| 3Y | +35.9% | +21.2% | +14.7% | +28.9% |
| All | +35.9% | +23.9% | +12.0% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling