+888.8%
DECK vs EXEL
+454.1%
+434.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.0% | -0.7% |
| 7D | +6.0% | +3.8% | +2.2% | +5.4% |
| 30D | +7.4% | +17.8% | -10.3% | +4.7% |
| 3M | -11.7% | +21.2% | -32.8% | -14.4% |
| 6M | -11.0% | +54.7% | -65.6% | -17.1% |
| YTD | -15.4% | +56.8% | -72.1% | -21.6% |
| 1Y | +7.2% | +70.2% | -63.0% | -2.0% |
| 3Y | -11.8% | +227.2% | -239.0% | -29.1% |
| 5Y | +24.3% | +254.9% | -230.6% | -2.6% |
| All | +888.8% | +454.1% | +434.7% | +595.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling