+27,795.3%
DECK vs EL
+1,826.4%
+25,969.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.3% | -0.3% | +3.6% |
| 7D | +10.4% | +2.5% | +7.9% | +9.3% |
| 30D | +11.1% | +20.1% | -9.0% | +3.6% |
| 3M | -10.8% | +29.3% | -40.0% | -19.7% |
| 6M | -8.7% | +38.8% | -47.5% | -20.2% |
| YTD | -14.0% | +8.1% | -22.2% | -19.1% |
| 1Y | +12.0% | +22.3% | -10.3% | +0.3% |
| 3Y | -10.5% | +6.7% | -17.1% | -21.5% |
| 5Y | +28.5% | -64.4% | +92.9% | +68.8% |
| 10Y | +923.3% | +61.2% | +862.1% | +644.7% |
| All | +27,795.3% | +1,826.4% | +25,969.0% | +13,551.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling