-1.8%
DECK vs EXR
+22.7%
-24.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -2.2% | -2.6% | +0.3% | -1.3% |
| 30D | -13.6% | -7.2% | -6.4% | -11.1% |
| 3M | -21.2% | -3.5% | -17.7% | -20.0% |
| 6M | -21.1% | -5.3% | -15.8% | -19.5% |
| YTD | -17.2% | +9.4% | -26.6% | -19.4% |
| 1Y | -30.7% | +1.3% | -32.1% | -31.0% |
| All | -1.8% | +22.7% | -24.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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