+6,920.8%
DECK vs ES
+748.0%
+6,172.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.7% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -13.6% | -2.0% | -11.6% | -13.2% |
| 3M | -21.2% | +1.7% | -22.9% | -21.6% |
| 6M | -21.1% | -3.5% | -17.5% | -20.4% |
| YTD | -17.2% | +7.9% | -25.1% | -19.0% |
| 1Y | -30.7% | +17.2% | -47.9% | -34.0% |
| 3Y | -3.4% | +29.3% | -32.7% | -11.9% |
| 5Y | +25.5% | -5.7% | +31.3% | +23.4% |
| 10Y | +714.7% | +85.2% | +629.4% | +546.7% |
| All | +6,920.8% | +748.0% | +6,172.8% | +3,482.1% |
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 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