+741.1%
DECK vs EXPD
+315.7%
+425.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | -2.2% | -1.1% | -1.1% | -1.6% |
| 30D | -13.6% | +4.1% | -17.7% | -15.6% |
| 3M | -21.2% | +17.9% | -39.2% | -28.3% |
| 6M | -21.1% | +29.2% | -50.3% | -32.2% |
| YTD | -17.2% | +27.4% | -44.6% | -29.6% |
| 1Y | -30.7% | +56.8% | -87.6% | -48.6% |
| 3Y | -3.4% | +68.0% | -71.4% | -32.3% |
| 5Y | +25.5% | +61.9% | -36.3% | -12.2% |
| All | +741.1% | +315.7% | +425.5% | +257.8% |
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