+104.4%
DECK vs EOSE
-81.0%
+185.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +2.3% |
| 7D | +0.1% | +9.8% | -9.6% | -0.6% |
| 30D | +4.8% | -2.1% | +6.9% | +4.5% |
| 3M | -6.9% | -54.1% | +47.1% | -3.1% |
| 6M | -7.6% | -76.9% | +69.4% | 0.0% |
| YTD | -16.3% | -83.3% | +67.1% | -9.7% |
| 1Y | +4.5% | -87.4% | +91.9% | +14.4% |
| 3Y | -17.1% | +61.9% | -79.0% | -32.1% |
| 5Y | +21.9% | -82.1% | +104.0% | +0.3% |
| All | +104.4% | -81.0% | +185.3% | +75.7% |
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