-12.8%
DECK vs EXPD
+80.8%
-93.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.2% | +9.2% | +7.1% |
| 7D | +10.4% | +0.3% | +10.1% | +10.1% |
| 30D | +11.1% | +1.8% | +9.3% | +10.2% |
| 3M | -10.8% | +8.9% | -19.7% | -13.8% |
| 6M | -8.7% | +42.2% | -51.0% | -20.4% |
| YTD | -14.0% | +33.4% | -47.4% | -24.6% |
| 1Y | +12.0% | +47.2% | -35.1% | -6.9% |
| All | -12.8% | +80.8% | -93.6% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling