+7,190.8%
DECK vs ES
+750.8%
+6,440.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.1% | +3.9% | +5.4% |
| 7D | +10.4% | +5.3% | +5.0% | +8.9% |
| 30D | +11.1% | +8.9% | +2.2% | +8.6% |
| 3M | -10.8% | -1.9% | -8.8% | -10.4% |
| 6M | -8.7% | +3.9% | -12.6% | -9.7% |
| YTD | -14.0% | +8.3% | -22.3% | -16.0% |
| 1Y | +12.0% | -0.1% | +12.2% | +11.5% |
| 3Y | -10.5% | +46.0% | -56.5% | -20.8% |
| 5Y | +28.5% | +3.1% | +25.4% | +23.3% |
| 10Y | +923.3% | +88.4% | +834.9% | +708.6% |
| All | +7,190.8% | +750.8% | +6,440.0% | +3,615.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling