-60.8%
EOSE vs DKS
+180.0%
-240.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.8% |
| 7D | +1.8% | -3.0% | +4.8% | +3.1% |
| 30D | -6.8% | -33.4% | +26.5% | +11.9% |
| 3M | -36.3% | -39.4% | +3.1% | -19.7% |
| 6M | -38.8% | -30.1% | -8.7% | -29.7% |
| YTD | -65.5% | -31.0% | -34.6% | -60.0% |
| 1Y | -45.3% | -40.2% | -5.1% | -30.8% |
| 3Y | +44.2% | +30.9% | +13.2% | +2.5% |
| 5Y | -69.5% | +14.0% | -83.5% | -79.3% |
| All | -60.8% | +180.0% | -240.7% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling