+24.3%
DECK vs EXEL
+262.4%
-238.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.0% | -0.6% |
| 7D | +6.0% | +3.8% | +2.2% | +5.3% |
| 30D | +7.4% | +17.8% | -10.3% | +4.5% |
| 3M | -11.7% | +21.2% | -32.8% | -14.7% |
| 6M | -11.0% | +54.7% | -65.6% | -17.6% |
| YTD | -15.4% | +56.8% | -72.1% | -22.1% |
| 1Y | +7.2% | +70.2% | -63.0% | -2.9% |
| 3Y | -11.8% | +227.2% | -239.0% | -32.7% |
| 5Y | +24.3% | +254.9% | -230.6% | -11.0% |
| All | +24.3% | +262.4% | -238.1% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling