-84.8%
EOSE vs SHAK
-21.2%
-63.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.8% | +8.8% | +12.3% |
| 7D | +9.7% | +8.3% | +1.4% | +9.0% |
| 30D | -34.6% | +16.7% | -51.3% | -35.1% |
| 3M | -50.8% | +10.0% | -60.8% | -51.1% |
| 6M | -66.5% | -23.8% | -42.7% | -64.7% |
| YTD | -81.3% | -10.3% | -71.0% | -80.6% |
| 1Y | -84.8% | -22.9% | -61.9% | -83.3% |
| All | -84.8% | -21.2% | -63.6% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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