-14.1%
DECK vs ES
+50.7%
-64.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.8% |
| 7D | +6.0% | +5.9% | +0.1% | +5.1% |
| 30D | +7.4% | +10.2% | -2.8% | +5.9% |
| 3M | -11.7% | +0.4% | -12.1% | -11.8% |
| 6M | -11.0% | +6.9% | -17.8% | -11.7% |
| YTD | -15.4% | +10.5% | -25.9% | -16.3% |
| 1Y | +7.2% | +3.2% | +4.0% | +6.5% |
| All | -14.1% | +50.7% | -64.8% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling