+111.4%
DECK vs EOSE
-82.7%
+194.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.2% |
| 7D | +6.8% | -8.4% | +15.2% | +7.3% |
| 30D | +8.3% | -31.0% | +39.3% | +10.5% |
| 3M | -7.9% | -57.0% | +49.2% | -3.5% |
| 6M | -10.6% | -78.3% | +67.7% | -2.9% |
| YTD | -13.4% | -84.8% | +71.4% | -6.0% |
| 1Y | +12.5% | -90.9% | +103.4% | +26.1% |
| 3Y | -14.9% | +35.9% | -50.8% | -29.3% |
| 5Y | +27.5% | -84.1% | +111.5% | +5.7% |
| All | +111.4% | -82.7% | +194.0% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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