-1.8%
DECK vs EXPD
+68.7%
-70.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -2.2% | -1.1% | -1.1% | -1.8% |
| 30D | -13.6% | +4.1% | -17.7% | -14.9% |
| 3M | -21.2% | +17.9% | -39.2% | -26.0% |
| 6M | -21.1% | +29.2% | -50.3% | -28.6% |
| YTD | -17.2% | +27.4% | -44.6% | -25.9% |
| 1Y | -30.7% | +56.8% | -87.6% | -44.9% |
| All | -1.8% | +68.7% | -70.5% | -24.0% |
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