+26.1%
DECK vs EL
-67.1%
+93.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.5% |
| 7D | -2.2% | +0.8% | -3.0% | -2.5% |
| 30D | -13.6% | +19.8% | -33.4% | -19.2% |
| 3M | -21.2% | +25.7% | -47.0% | -27.5% |
| 6M | -21.1% | +5.4% | -26.5% | -23.6% |
| YTD | -17.2% | +0.2% | -17.4% | -19.5% |
| 1Y | -30.7% | +20.4% | -51.2% | -37.5% |
| 3Y | -3.4% | -32.1% | +28.8% | +1.3% |
| All | +26.1% | -67.1% | +93.2% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling