-1.8%
DECK vs ET
+98.0%
-99.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -2.2% | +0.9% | -3.1% | -2.6% |
| 30D | -13.6% | +7.5% | -21.1% | -16.2% |
| 3M | -21.2% | +11.4% | -32.7% | -24.8% |
| 6M | -21.1% | +18.5% | -39.6% | -27.4% |
| YTD | -17.2% | +37.4% | -54.6% | -29.9% |
| 1Y | -30.7% | +30.9% | -61.7% | -39.8% |
| All | -1.8% | +98.0% | -99.8% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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