+798.0%
DECK vs ESI
+201.5%
+596.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.6% | +10.6% | +7.4% |
| 7D | +10.4% | -6.6% | +16.9% | +12.6% |
| 30D | +11.1% | -10.9% | +22.0% | +14.7% |
| 3M | -10.8% | -13.8% | +3.0% | -7.4% |
| 6M | -8.7% | -21.5% | +12.8% | -4.0% |
| YTD | -14.0% | +34.7% | -48.7% | -25.7% |
| 1Y | +12.0% | +24.9% | -12.9% | -0.8% |
| 3Y | -10.5% | +78.7% | -89.1% | -30.3% |
| 5Y | +28.5% | +36.4% | -7.9% | +7.7% |
| 10Y | +923.3% | +358.5% | +564.8% | +507.9% |
| All | +798.0% | +201.5% | +596.5% | +688.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling