-8.7%
DECK vs EXEL
+67.2%
-75.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +5.8% |
| 7D | +10.4% | +9.8% | +0.6% | +8.2% |
| 30D | +11.1% | +23.6% | -12.5% | +6.2% |
| 3M | -10.8% | +29.9% | -40.7% | -15.7% |
| 6M | -8.7% | +64.7% | -73.5% | -17.6% |
| All | -8.7% | +67.2% | -75.9% | -17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling