-1.8%
DECK vs ESI
+79.8%
-81.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.4% | +0.6% |
| 7D | -2.2% | +3.3% | -5.5% | -3.2% |
| 30D | -13.6% | -5.9% | -7.7% | -12.2% |
| 3M | -21.2% | -14.1% | -7.2% | -19.0% |
| 6M | -21.1% | +6.6% | -27.7% | -26.7% |
| YTD | -17.2% | +45.0% | -62.3% | -33.6% |
| 1Y | -30.7% | +41.5% | -72.2% | -44.2% |
| All | -1.8% | +79.8% | -81.6% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling