-30.7%
DECK vs EFX
-25.2%
-5.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +7.9% | +3.2% |
| 7D | -2.2% | -8.6% | +6.4% | +0.1% |
| 30D | -13.6% | +0.1% | -13.7% | -13.8% |
| 3M | -21.2% | +3.8% | -25.1% | -22.2% |
| 6M | -21.1% | -13.5% | -7.6% | -20.2% |
| YTD | -17.2% | -17.7% | +0.4% | -15.6% |
| 1Y | -30.7% | -25.6% | -5.2% | -30.5% |
| All | -30.7% | -25.2% | -5.5% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling