+923.3%
DECK vs ES
+86.8%
+836.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.1% | +3.9% | +5.5% |
| 7D | +10.4% | +5.3% | +5.0% | +9.2% |
| 30D | +11.1% | +8.9% | +2.2% | +9.0% |
| 3M | -10.8% | -1.9% | -8.8% | -10.4% |
| 6M | -8.7% | +3.9% | -12.6% | -9.5% |
| YTD | -14.0% | +8.3% | -22.3% | -15.6% |
| 1Y | +12.0% | -0.1% | +12.2% | +11.6% |
| 3Y | -10.5% | +46.0% | -56.5% | -19.1% |
| 5Y | +28.5% | +3.1% | +25.4% | +25.2% |
| 10Y | +923.3% | +88.4% | +834.9% | +1,059.4% |
| All | +923.3% | +86.8% | +836.5% | +1,059.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling