+28.5%
DECK vs ES
+2.3%
+26.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.1% | +3.9% | +5.6% |
| 7D | +10.4% | +5.3% | +5.0% | +9.5% |
| 30D | +11.1% | +8.9% | +2.2% | +9.6% |
| 3M | -10.8% | -1.9% | -8.8% | -10.5% |
| 6M | -8.7% | +3.9% | -12.6% | -9.2% |
| YTD | -14.0% | +8.3% | -22.3% | -15.0% |
| 1Y | +12.0% | -0.1% | +12.2% | +11.7% |
| 3Y | -10.5% | +46.0% | -56.5% | -16.2% |
| 5Y | +28.5% | +3.1% | +25.4% | +29.1% |
| All | +28.5% | +2.3% | +26.2% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling