+923.3%
DECK vs EXPD
+338.4%
+584.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.2% | +9.2% | +7.7% |
| 7D | +10.4% | +0.3% | +10.1% | +10.0% |
| 30D | +11.1% | +1.8% | +9.3% | +9.8% |
| 3M | -10.8% | +8.9% | -19.7% | -15.2% |
| 6M | -8.7% | +42.2% | -51.0% | -25.7% |
| YTD | -14.0% | +33.4% | -47.4% | -28.9% |
| 1Y | +12.0% | +47.2% | -35.1% | -12.9% |
| 3Y | -10.5% | +81.3% | -91.7% | -40.0% |
| 5Y | +28.5% | +60.2% | -31.7% | -9.3% |
| 10Y | +923.3% | +339.5% | +583.7% | +343.9% |
| All | +923.3% | +338.4% | +584.9% | +343.9% |
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