+888.8%
DECK vs EXPD
+313.3%
+575.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | +0.9% |
| 7D | +6.0% | -4.8% | +10.8% | +8.6% |
| 30D | +7.4% | -1.5% | +9.0% | +8.1% |
| 3M | -11.7% | +4.1% | -15.8% | -14.0% |
| 6M | -11.0% | +24.0% | -35.0% | -21.6% |
| YTD | -15.4% | +27.4% | -42.8% | -28.3% |
| 1Y | +7.2% | +38.4% | -31.1% | -13.7% |
| 3Y | -11.8% | +73.2% | -85.0% | -39.5% |
| 5Y | +24.3% | +59.9% | -35.5% | -12.4% |
| All | +888.8% | +313.3% | +575.5% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling