+49,253.1%
DECK vs EXEL
+360.1%
+48,893.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +5.9% |
| 7D | +10.4% | +9.8% | +0.6% | +8.9% |
| 30D | +11.1% | +23.6% | -12.5% | +7.7% |
| 3M | -10.8% | +29.9% | -40.7% | -14.2% |
| 6M | -8.7% | +64.7% | -73.5% | -15.3% |
| YTD | -14.0% | +66.0% | -80.0% | -20.6% |
| 1Y | +12.0% | +92.0% | -79.9% | +1.3% |
| 3Y | -10.5% | +246.4% | -256.9% | -27.1% |
| 5Y | +28.5% | +284.3% | -255.8% | +2.1% |
| 10Y | +923.3% | +510.8% | +412.4% | +606.8% |
| All | +49,253.1% | +360.1% | +48,893.0% | +25,075.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling