-15.1%
DECK vs EOSE
-16.7%
+1.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.3% | -0.9% |
| 7D | +5.8% | -7.9% | +13.7% | +6.1% |
| 30D | +7.9% | -43.9% | +51.7% | +10.1% |
| 3M | -11.4% | -55.8% | +44.4% | -8.9% |
| 6M | -16.6% | -73.4% | +56.8% | -12.9% |
| YTD | -16.4% | -84.8% | +68.5% | -12.2% |
| 1Y | +8.6% | -88.6% | +97.3% | +15.1% |
| 3Y | -15.1% | -2.8% | -12.3% | -24.4% |
| All | -15.1% | -16.7% | +1.6% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling