-14.1%
DECK vs ESI
+64.8%
-78.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.0% | +6.5% | +0.8% |
| 7D | +6.0% | -13.1% | +19.1% | +10.2% |
| 30D | +7.4% | -18.5% | +25.9% | +13.6% |
| 3M | -11.7% | -19.6% | +7.9% | -6.6% |
| 6M | -11.0% | -29.8% | +18.8% | -3.4% |
| YTD | -15.4% | +23.9% | -39.2% | -30.4% |
| 1Y | +7.2% | +15.0% | -7.7% | -8.8% |
| All | -14.1% | +64.8% | -78.9% | -32.3% |
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