-14.1%
DECK vs EXR
+70.9%
-85.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.3% |
| 7D | +6.0% | +6.8% | -0.8% | +3.3% |
| 30D | +7.4% | +19.6% | -12.1% | +0.1% |
| 3M | -11.7% | +8.0% | -19.6% | -14.4% |
| 6M | -11.0% | +17.2% | -28.1% | -16.1% |
| YTD | -15.4% | +27.2% | -42.6% | -22.5% |
| 1Y | +7.2% | +26.1% | -18.8% | -1.5% |
| All | -14.1% | +70.9% | -85.0% | -20.8% |
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