+387.9%
DECK vs ESTC
+28.1%
+359.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.8% | +6.2% |
| 7D | +10.4% | -15.9% | +26.2% | +15.2% |
| 30D | +11.1% | -5.5% | +16.6% | +12.2% |
| 3M | -10.8% | +26.2% | -37.0% | -17.3% |
| 6M | -8.7% | +77.0% | -85.8% | -23.4% |
| YTD | -14.0% | +18.9% | -32.9% | -21.1% |
| 1Y | +12.0% | +1.3% | +10.7% | +6.8% |
| 3Y | -10.5% | +24.0% | -34.4% | -25.5% |
| 5Y | +28.5% | -47.7% | +76.2% | +26.5% |
| All | +387.9% | +28.1% | +359.8% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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