+888.8%
DECK vs ED
+134.8%
+754.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.6% |
| 7D | +6.0% | +5.2% | +0.9% | +5.8% |
| 30D | +7.4% | +15.5% | -8.1% | +6.7% |
| 3M | -11.7% | +13.0% | -24.7% | -12.2% |
| 6M | -11.0% | +13.1% | -24.1% | -11.5% |
| YTD | -15.4% | +25.3% | -40.6% | -16.3% |
| 1Y | +7.2% | +30.5% | -23.3% | +5.8% |
| 3Y | -11.8% | +49.3% | -61.2% | -15.3% |
| 5Y | +24.3% | +84.6% | -60.2% | +16.3% |
| All | +888.8% | +134.8% | +754.0% | +924.3% |
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