-14.1%
DECK vs EXEL
+227.0%
-241.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.0% | -0.9% |
| 7D | +6.0% | +3.8% | +2.2% | +5.5% |
| 30D | +7.4% | +17.8% | -10.3% | +5.4% |
| 3M | -11.7% | +21.2% | -32.8% | -13.7% |
| 6M | -11.0% | +54.7% | -65.6% | -15.3% |
| YTD | -15.4% | +56.8% | -72.1% | -19.8% |
| 1Y | +7.2% | +70.2% | -63.0% | +0.7% |
| All | -14.1% | +227.0% | -241.1% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling