-30.7%
DECK vs ESI
+44.5%
-75.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.4% | +1.2% |
| 7D | -2.2% | +3.3% | -5.5% | -2.6% |
| 30D | -13.6% | -5.9% | -7.7% | -12.9% |
| 3M | -21.2% | -14.1% | -7.2% | -20.5% |
| 6M | -21.1% | +6.6% | -27.7% | -26.1% |
| YTD | -17.2% | +45.0% | -62.3% | -30.2% |
| 1Y | -30.7% | +41.5% | -72.2% | -41.9% |
| All | -30.7% | +44.5% | -75.3% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling