+7.2%
DECK vs EL
+19.4%
-12.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.4% |
| 7D | +6.0% | -1.1% | +7.1% | +6.3% |
| 30D | +7.4% | +15.3% | -7.9% | +2.8% |
| 3M | -11.7% | +24.2% | -35.9% | -17.7% |
| 6M | -11.0% | +30.9% | -41.8% | -18.5% |
| YTD | -15.4% | +3.9% | -19.2% | -21.1% |
| 1Y | +7.2% | +19.9% | -12.6% | -5.0% |
| All | +7.2% | +19.4% | -12.2% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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