+369.8%
DECK vs ESTC
+31.2%
+338.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.0% | +2.7% |
| 7D | -2.2% | -8.1% | +5.9% | -0.2% |
| 30D | -13.6% | +31.7% | -45.3% | -20.4% |
| 3M | -21.2% | +41.1% | -62.3% | -28.9% |
| 6M | -21.1% | +77.1% | -98.2% | -33.9% |
| YTD | -17.2% | +21.7% | -38.9% | -24.1% |
| 1Y | -30.7% | +8.4% | -39.1% | -35.2% |
| 3Y | -3.4% | +23.6% | -27.0% | -19.4% |
| 5Y | +25.5% | -46.5% | +72.0% | +23.2% |
| All | +369.8% | +31.2% | +338.7% | +196.0% |
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