-14.9%
DECK vs ET
+85.6%
-100.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.4% |
| 7D | +6.8% | -1.9% | +8.6% | +7.4% |
| 30D | +8.3% | -3.1% | +11.4% | +9.2% |
| 3M | -7.9% | -3.9% | -3.9% | -6.9% |
| 6M | -10.6% | +4.0% | -14.6% | -13.2% |
| YTD | -13.4% | +26.4% | -39.8% | -25.4% |
| 1Y | +12.5% | +24.9% | -12.4% | -2.5% |
| 3Y | -14.9% | +85.2% | -100.0% | -31.8% |
| All | -14.9% | +85.6% | -100.5% | -31.8% |
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