+4,821.7%
DECK vs ET
+1,289.3%
+3,532.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.5% | +9.4% | +6.8% |
| 7D | +10.4% | -6.0% | +16.4% | +12.0% |
| 30D | +11.1% | -6.1% | +17.2% | +12.6% |
| 3M | -10.8% | -2.7% | -8.1% | -10.5% |
| 6M | -8.7% | +0.2% | -9.0% | -9.3% |
| YTD | -14.0% | +24.3% | -38.4% | -19.3% |
| 1Y | +12.0% | +26.4% | -14.4% | +4.7% |
| 3Y | -10.5% | +75.2% | -85.7% | -22.6% |
| 5Y | +28.5% | +208.0% | -179.5% | -3.4% |
| 10Y | +923.3% | +216.2% | +707.1% | +604.8% |
| All | +4,821.7% | +1,289.3% | +3,532.4% | +1,329.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling