-47.1%
EOSE vs DKS
-32.3%
-14.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.3% | +11.0% |
| 7D | +19.0% | +3.0% | +16.0% | +17.8% |
| 30D | +1.6% | -30.5% | +32.1% | +16.4% |
| 3M | -52.0% | -35.7% | -16.3% | -42.7% |
| 6M | -42.5% | -29.7% | -12.8% | -37.2% |
| YTD | -66.1% | -28.9% | -37.3% | -63.1% |
| 1Y | -47.1% | -35.9% | -11.3% | -37.5% |
| All | -47.1% | -32.3% | -14.8% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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