+877.2%
DECK vs ESI
+312.6%
+564.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -2.0% |
| 7D | +5.8% | -8.5% | +14.3% | +9.3% |
| 30D | +7.9% | -15.7% | +23.5% | +14.8% |
| 3M | -11.4% | -18.2% | +6.8% | -5.2% |
| 6M | -16.6% | -28.8% | +12.3% | -7.5% |
| YTD | -16.4% | +26.3% | -42.6% | -30.3% |
| 1Y | +8.6% | +18.2% | -9.6% | -6.9% |
| 3Y | -15.1% | +68.1% | -83.2% | -39.6% |
| 5Y | +22.9% | +28.8% | -5.9% | -3.1% |
| All | +877.2% | +312.6% | +564.6% | +448.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling