+923.3%
DECK vs ED
+128.5%
+794.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.0% | +3.0% | +5.8% |
| 7D | +10.4% | +5.4% | +5.0% | +10.1% |
| 30D | +11.1% | +16.4% | -5.3% | +10.3% |
| 3M | -10.8% | +11.9% | -22.7% | -11.3% |
| 6M | -8.7% | +11.6% | -20.3% | -9.2% |
| YTD | -14.0% | +24.1% | -38.2% | -15.0% |
| 1Y | +12.0% | +26.9% | -14.8% | +10.7% |
| 3Y | -10.5% | +47.9% | -58.4% | -14.0% |
| 5Y | +28.5% | +87.5% | -59.0% | +19.8% |
| 10Y | +923.3% | +133.2% | +790.0% | +960.9% |
| All | +923.3% | +128.5% | +794.8% | +960.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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