-61.5%
EOSE vs ALK
+10.0%
-71.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.5% | +9.3% | +10.0% |
| 7D | +19.0% | -0.7% | +19.7% | +19.8% |
| 30D | +1.6% | -19.2% | +20.8% | +15.0% |
| 3M | -52.0% | -1.5% | -50.5% | -52.2% |
| 6M | -42.5% | -13.1% | -29.5% | -39.1% |
| YTD | -66.1% | -16.4% | -49.7% | -63.7% |
| 1Y | -47.1% | -33.1% | -14.1% | -35.9% |
| 3Y | +0.8% | +0.6% | +0.2% | -15.0% |
| 5Y | -71.7% | -26.4% | -45.3% | -71.5% |
| All | -61.5% | +10.0% | -71.5% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling