+104.1%
DECK vs EOSE
-82.7%
+186.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.3% | -0.7% |
| 7D | +5.8% | -7.9% | +13.7% | +6.2% |
| 30D | +7.9% | -43.9% | +51.7% | +11.5% |
| 3M | -11.4% | -55.8% | +44.4% | -7.4% |
| 6M | -16.6% | -73.4% | +56.8% | -10.8% |
| YTD | -16.4% | -84.8% | +68.5% | -9.2% |
| 1Y | +8.6% | -88.6% | +97.3% | +19.6% |
| 3Y | -15.1% | -2.8% | -12.3% | -27.7% |
| 5Y | +22.9% | -84.6% | +107.5% | +2.0% |
| All | +104.1% | -82.7% | +186.8% | +76.8% |
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