+741.1%
DECK vs EXEL
+400.1%
+341.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -2.2% | +8.4% | -10.6% | -3.5% |
| 30D | -13.6% | +4.1% | -17.7% | -14.2% |
| 3M | -21.2% | +12.4% | -33.7% | -22.8% |
| 6M | -21.1% | +41.5% | -62.6% | -25.5% |
| YTD | -17.2% | +34.6% | -51.9% | -21.4% |
| 1Y | -30.7% | +57.9% | -88.6% | -36.1% |
| 3Y | -3.4% | +159.5% | -162.9% | -19.4% |
| 5Y | +25.5% | +198.5% | -172.9% | +1.0% |
| All | +741.1% | +400.1% | +341.1% | +485.1% |
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