-1.8%
DECK vs ED
+34.8%
-36.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.2% |
| 7D | -2.2% | -0.2% | -2.0% | -2.3% |
| 30D | -13.6% | -0.1% | -13.5% | -13.6% |
| 3M | -21.2% | +3.9% | -25.2% | -20.2% |
| 6M | -21.1% | -3.0% | -18.1% | -21.7% |
| YTD | -17.2% | +10.7% | -27.9% | -14.1% |
| 1Y | -30.7% | +13.3% | -44.1% | -27.4% |
| All | -1.8% | +34.8% | -36.6% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling