+28.5%
DECK vs ESI
+39.1%
-10.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.6% | +10.6% | +7.8% |
| 7D | +10.4% | -6.6% | +16.9% | +13.2% |
| 30D | +11.1% | -10.9% | +22.0% | +15.7% |
| 3M | -10.8% | -13.8% | +3.0% | -6.4% |
| 6M | -8.7% | -21.5% | +12.8% | -2.9% |
| YTD | -14.0% | +34.7% | -48.7% | -32.8% |
| 1Y | +12.0% | +24.9% | -12.9% | -9.1% |
| 3Y | -10.5% | +78.7% | -89.1% | -43.1% |
| 5Y | +28.5% | +36.4% | -7.9% | -5.5% |
| All | +28.5% | +39.1% | -10.6% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling