-12.8%
DECK vs EXEL
+246.3%
-259.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +5.9% |
| 7D | +10.4% | +9.8% | +0.6% | +9.2% |
| 30D | +11.1% | +23.6% | -12.5% | +8.4% |
| 3M | -10.8% | +29.9% | -40.7% | -13.5% |
| 6M | -8.7% | +64.7% | -73.5% | -13.8% |
| YTD | -14.0% | +66.0% | -80.0% | -19.0% |
| 1Y | +12.0% | +92.0% | -79.9% | +3.8% |
| All | -12.8% | +246.3% | -259.0% | -24.3% |
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