+109.8%
DECK vs EOSE
-78.7%
+188.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +12.6% | -6.7% | +5.1% |
| 7D | +10.4% | +9.7% | +0.6% | +9.6% |
| 30D | +11.1% | -34.6% | +45.7% | +13.7% |
| 3M | -10.8% | -50.8% | +40.0% | -7.4% |
| 6M | -8.7% | -66.5% | +57.7% | -3.9% |
| YTD | -14.0% | -81.3% | +67.3% | -7.9% |
| 1Y | +12.0% | -84.8% | +96.9% | +21.0% |
| 3Y | -10.5% | +8.6% | -19.1% | -24.2% |
| 5Y | +28.5% | -80.7% | +109.2% | +5.2% |
| All | +109.8% | -78.7% | +188.4% | +79.3% |
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