-14.1%
DECK vs EFX
+9.9%
-24.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.8% |
| 7D | +6.0% | +8.1% | -2.0% | +3.2% |
| 30D | +7.4% | +36.0% | -28.6% | -3.8% |
| 3M | -11.7% | +9.6% | -21.3% | -14.9% |
| 6M | -11.0% | +14.7% | -25.7% | -15.8% |
| YTD | -15.4% | -9.9% | -5.5% | -13.8% |
| 1Y | +7.2% | -5.4% | +12.7% | +7.1% |
| All | -14.1% | +9.9% | -24.0% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling