+102.0%
DECK vs EOSE
-61.3%
+163.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.9% | -9.3% | +0.8% |
| 7D | -2.2% | +19.0% | -21.2% | -3.5% |
| 30D | -13.6% | +1.6% | -15.2% | -13.9% |
| 3M | -21.2% | -52.0% | +30.7% | -18.0% |
| 6M | -21.1% | -42.5% | +21.4% | -19.7% |
| YTD | -17.2% | -66.1% | +48.9% | -14.2% |
| 1Y | -30.7% | -47.1% | +16.4% | -31.8% |
| 3Y | -3.4% | +0.8% | -4.1% | -16.5% |
| 5Y | +25.5% | -71.7% | +97.2% | +0.3% |
| All | +102.0% | -61.3% | +163.3% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling