-60.8%
EOSE vs DKS
+182.6%
-243.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -2.3% |
| 7D | +1.8% | -2.0% | +3.8% | +2.6% |
| 30D | -6.8% | -32.7% | +25.9% | +11.3% |
| 3M | -36.3% | -38.8% | +2.5% | -20.2% |
| 6M | -38.8% | -29.4% | -9.3% | -30.0% |
| YTD | -65.5% | -30.3% | -35.2% | -60.2% |
| 1Y | -45.3% | -39.6% | -5.7% | -31.2% |
| 3Y | +44.2% | +32.2% | +12.0% | +1.9% |
| 5Y | -69.5% | +15.1% | -84.6% | -79.4% |
| All | -60.8% | +182.6% | -243.4% | -81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling