+6,920.8%
DECK vs EXPD
+26,442.6%
-19,521.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -2.2% | -1.1% | -1.1% | -1.9% |
| 30D | -13.6% | +4.1% | -17.7% | -14.7% |
| 3M | -21.2% | +17.9% | -39.2% | -25.2% |
| 6M | -21.1% | +29.2% | -50.3% | -27.3% |
| YTD | -17.2% | +27.4% | -44.6% | -24.0% |
| 1Y | -30.7% | +56.8% | -87.6% | -40.5% |
| 3Y | -3.4% | +68.0% | -71.4% | -18.9% |
| 5Y | +25.5% | +61.9% | -36.3% | +6.2% |
| 10Y | +714.7% | +316.0% | +398.6% | +433.4% |
| All | +6,920.8% | +26,442.6% | -19,521.8% | +3,528.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling