-45.3%
EOSE vs SHAK
-34.9%
-10.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.4% |
| 7D | +1.8% | -8.3% | +10.1% | +2.9% |
| 30D | -6.8% | -12.6% | +5.8% | -5.2% |
| 3M | -36.3% | +9.1% | -45.4% | -37.4% |
| 6M | -38.8% | -31.2% | -7.5% | -34.2% |
| YTD | -65.5% | -21.6% | -43.9% | -65.2% |
| 1Y | -45.3% | -38.8% | -6.5% | -39.7% |
| All | -45.3% | -34.9% | -10.4% | -39.7% |
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